On Windows, I know that Wireshark doesn't capture packets sent through the loopback interface, so I downloaded RawCap. Unfortunately, it only works on one of the four Windows machines that I'm testing on. On the one machine where it works, I'm able to capture 127.0.0.1, including all the DDS messages and view the resulting capture file in Wireshark. For the three machines that don't work, RawCap says that its unable to enter promiscuous mode with the following message, "Unable to enter promiscuous mode (RCVALL_ON), using RCVALL_SOCKETLEVELONLY."
Does anybody know of an alternative to RawCap for capturing localhost traffic on Windows that is compatible with more NICs?