Vex has the ability to dynamically generate SSL certificates, which allows you to obtain proxy logs of target applications using HTTPS and HSTS.
To enable this feature, you need to import Vex's CA certificate into the browser which is used to get the proxy log.
See Quick Start "3.4 Installation of CA certificate" for more details on the steps.
*It describes how to install in IE.
Even in a case of other browsers, install it by following the same steps.
Depending on the browser, you may need to restart your browser after importing the CA certificate.