Use HTTPS proxy (WebTunneling)
So-called "Simple" client classes (TElSimpleSSLClient, TElSimpleSSHClient, TElSimpleSFTPClient, TElSimpleFTPSClient, TElHTTPSClient, TElSMTPClient etc.) that offer implementation of popular network protocols have a powerful built-in TCP socket that can connect via Web Tunneling (HTTP CONNECT) proxies.
WebTunneling (HTTPS Proxy) is a feature provided by some HTTP proxy servers. This feature is described in RFC 2817 as an HTTP's CONNECT verb (command). Using this command the server opens a transparent communication to remote host. The side-effect of this feature is that any data can be tunneled via HTTPS proxy server.
To enable WebTunneling support, set the UseWebTunneling property of the corresponding component to true. Be sure to enable only SOCKS or web tunneling, but not both.
WebTunnelAddress and WebTunnelPort properties of corresponding components specify the address and port of the HTTPS proxy server. If you need to authenticate on HTTPS proxy server, set WebTunnelAuthentication property. Provide the user name in WebTunnelUserId property and the password in WebTunnelPassword property.