Miniprofiler with multiple WCF (+MVC+EF6) doesn't work?

I am trying to use Miniprofiler with our local dev environment.

It works when the flow looks like this:
MVC -> WCF -> EF6

But when we have our architecture that looks like this:
MVC -> Consumer WCF -> System WCF -> Management WCF -> EF6

It doesn’t work at all (= no profiling data). I have installed all the required Nuget packages and followed this guide:

Any suggestion what might be wrong?