I'm not familiar with Telerik Fiddler and don't have access to the tool. From the description on its Wikipedia page, it sounds like the tool is an active interceptor that uses a man-in-the-middle attack approach.

Python's ssl module wraps OpenSSL. All steps of the TLS handshake are performed by OpenSSL code. Your connection issue is most likely an incompatibility between recent OpenSSL 1.1.1 and your tool. I recommend that you contact the vendor of your tool.

The ssl module supports passive introspection of TLS connections with SSLKEYLOGFILE. The format is supported by Wireshark and other tools.