The only thing I can think of doing would be to write a simply 'proxy' using say Indy (it's http based protocol no?).

Use a TIDHTTPServer (I think) to capture the request, drop it into a memo so you can see it and then forward it to the real server with TIDHTTP (I think) and then grab the response and dump that into a memo.

Thats what I'd do, or have a nose around the web for debugging proxies... I've encountered some in the past when I've been looking to debug http requests, but off the top I can't think of any specific places to look other than google.

Hope this helps.