@angristan Can you try the command "lsof -i" while making http requests?
It lists all current connections and I think it works on macOS. You might have to filter a bit with grep but it should show all open connections, and to where.
Verify that your http connections are going where you expect them to and are not being intercepted/redirected somewhere strange
Unfortunately if your http stuff is being redirected, it might not show up if you use ip.dst to filter. You might also have to monitor your loopback interface (or all interfaces) rather than your ethernet interface