Thank you both for your responses. That article was very helpful. I had checked all the browsers' certificates and only Opera had the do_not_trust_fiddlerroot certificate, but I had not checked Windows' certificates. Turns out it was living there as well.
I agree with lando that no one malware program will find everything. The problem here is there are software programs which some would consider legitimate, according to my searching, which could give you this certificate. Probably no program is going to find those if Spybot isn't (companies have been sued for describing other companies' stuff as malware/unwanted - Spybot is one group that doesn't care about that). Even if I find it with some program I always look into what gets put there so I can make sure I clear out everything. I like to be thorough. I deleted these certificates and made sure there are no proxies or vpns showing, but I want to make sure there is nothing else.
I thought maybe since this has something to do with proxies that it might have shown up when I installed Avast recently. Or when I reinstalled Flash. Some of these installers try and put other stuff on while you are trying to install that program. I think I will try the antimalware programs you suggest, since you are right that there is no harm in scanning with as many things as you can.