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HTTP connection through DMZ / proxy in C++

I want to connect from webserver via dedicated proxy to the intranet. I am not sure if it matters I want to send and receive XML. It would be great if I could use HTTP.

I know of one open port 78xx which I successfully used with a TCP socket as described in this excellent tutorial

Is it possible? Or does the answer depend on the actual proxy configuration - if it scans for the protocol, and dislikes it it's gonna be blocked!?

And what library would you recommend? I just found pion - Can i link it statically? It's almost not possible to install sth on the web server for me.

EDIT My question is probably two-fold:
First, I have to add, there is an existing communication client+server, but the server is a mixup of the concrete socket and networking implementation and the API to the database, consisting of about 10 commands I find hard to extend. So I ask for a generic lib so I can rewrite that API from scratch.

Second, I need session handling, the webapplication passes the user login data to that client and there is a session-id returned which is used for all further communication - until it expires. That was the reason I asked for HTTP, but meanwhile i realized http itself is stateless.

The answer is.... in progress.- I need to practice more with c++ tcp libs etc.

My post was unfortunately hard too understand, Had some confusion about that all.

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