Error - Failed to register Fiddler as the system proxy

Question

When I try to run FiddleApplication.Startup(startupConfig)

FiddlerCoreStartupSettings startupSettings = newFiddlerCoreStartupSettingsBuilder()
                    .ListenOnPort(0)
                    .RegisterAsSystemProxy()
                    .DecryptSSL()
                    .Build();

FiddlerApplication.Startup(startupSettings);

In my log events I see:

Starting FiddlerCore/4.6.20191.7809 (NoSAZ)...
** LogString: !WARNING: The DefaultLAN Gateway information could not be obtained.
** NotifyUser: Error - Failed to register Fiddler as the system proxy.

I'm running the process as administrator.

Note: When I run the normal Fiddler UI application everything works fine. Even running an older FiddlerCore version (2.3) is able to register itself as the system proxy.

P.S - I also see a warning in Visual Studio - "Please use Telerik.NetworkConnections.NetworkConnectionsManager to register the FiddlerCore Proxy as the system proxy." But I couldn't find any documentation/examples using NetworkConnectionsManager and I couldn't figure out how to use it.