Websockets isn't intercept
1. Open url example Manipulating the WebSocket handshake to exploit vulnerabilities.
2. Intercept all requests but isn't intercept Websockets message.
OS Mac Mojave 10.14.6 (18G95)
Browser Firefox 71.0
Burp Suite pro jar version
As Gabriel has noted Firefox version 71 has a bug in it (https://bugzilla.mozilla.org/show_bug.cgi?id=1601871). Please either use a different browser, change the settings as noted by Gabriel or use FoxyProxy to configure the browser proxy settings.