Ah, thanks for the TransactionBlock
code, which shows immediately why Glimpse is not intercepting any DB calls.
Try making use of the DbProviderFactories
class by changing the following lines :
var localConnectionString = ConfigurationManager.ConnectionStrings["DefaultConnection"].ConnectionString;
var conn = new SqlConnection(localConnectionString);
with
var localConnectionString = ConfigurationManager.ConnectionStrings["DefaultConnection"];
var factory = DbProviderFactories.GetFactory(localConnectionString.ProviderName);
var conn = factory.CreateConnection();