Through just a little trial-and-error, these trace strings get me the basic URL and request/response message contents when running JAX-RS client code from within WebSphere Application Server 8.5 (which uses Apache Wink as its JAX-RS implementation):

org.apache.wink.client.internal.log.*=all: org.apache.wink.client.internal.ResourceImpl=all

internal.log is the request/response messages, ResourceImpl is the URL.

Also See MustGather: Web Services engine and tooling problems for WebSphere Application Server > Collecting Data Manually > Enabling Web service trace for WebSphere Application Server V8.5, 8.0, V7.0, V6.1

(Similar, but more detailed, post about tracing JAX-WS messages.)