HTTP GET Request not captured in the network trace

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I downloaded two files with a GET request, the first one with Firefox, and the second one with the object XMLHTTP.
Both downloads went OK, and the filter "http2" displays the first Get Request, but the second one is not displayed, and I don't understand the reason. A problem in my environment, or the filter not up to the purpose, or a dissection error?
Can anyone try to duplicate the problem?
The first file is downloaded in the Firefox default download directory, the second one in the constant S2File.
Here is the code in Excel, Visual Basic for Applications.
This requires a reference to Microsoft XML (in my case v6.0).
To simplify the Firefox download, it's better to prepare an empty browser window before running the sub.

Private Declare Function GetTickCount Lib "kernel32" () As Long 

Sub DLsegments()  
Const Firefox = "C:\Program files\Mozilla Firefox\firefox.exe"  
Const S2File="c:\download\seg2.ts"  
Const Quote = """"  
Const Prefix = "https://d105emv5h26k8d.cloudfront.net/paessler/segment/ef460915b6d34df3bf0be4d2319642db/hls/1628590706710/ef460915b6d34df3bf0be4d2319642db-hls_0000"  
Const Timeout = 10000   ' msec  
Dim TimeoutElapsed As Boolean  
Dim req As New MSXML2.XMLHTTP60  
Dim Buf() As Byte  
Dim T1, S1, S2 

   S1 = Prefix + "1.ts"  
   S2 = Prefix + "2.ts" 

  Shell (Quote & Firefox & Quote & " " & S1) 

  req.Open "GET", S2, True  
 T1 = GetTickCount  
 req.send  
    Do While req.ReadyState <> 4  
        DoEvents  
        If (GetTickCount - T1) > Timeout Then  
            TimeoutElapsed = True  
            Exit Do  
        End If  
    Loop  

  If TimeoutElapsed Then  
        MsgBox "S2 download timed out"  
    ElseIf req.Status = 200 Then  
        Buf = req.responseBody  
        Open S2File For Binary As 2  
        Put 2, , Buf  
        Close 2  
        MsgBox "Download successful"  
    Else  
        MsgBox "S2 download failed"  
    End If  
End Sub