Guid is all 0's (zeros)?

Use the static method Guid.NewGuid() instead of calling the default constructor.

var responseObject = proxy.CallService(new RequestObject
{
    Data = "misc. data",
    Guid = Guid.NewGuid()
});

Lessons to learn from this:

1) Guid is a value type, not a reference type.

2) Calling the default constructor new S() on any value type always gives you back the all-zero form of that value type, whatever it is. It is logically the same as default(S).

Try this instead:

var responseObject = proxy.CallService(new RequestObject
{
    Data = "misc. data",
    Guid = new Guid.NewGuid()
});

This will generate a 'real' Guid value. When you new a reference type, it will give you the default value (which in this case, is all zeroes for a Guid).

When you create a new Guid, it will initialize it to all zeroes, which is the default value for Guid. It's basically the same as creating a "new" int (which is a value type but you can do this anyways):

Guid g1;                    // g1 is 00000000-0000-0000-0000-000000000000
Guid g2 = new Guid();       // g2 is 00000000-0000-0000-0000-000000000000
Guid g3 = default(Guid);    // g3 is 00000000-0000-0000-0000-000000000000
Guid g4 = Guid.NewGuid();   // g4 is not all zeroes

Compare this to doing the same thing with an int:

int i1;                     // i1 is 0
int i2 = new int();         // i2 is 0
int i3 = default(int);      // i3 is 0