My school blocks all protocols except for HTTP and HTTPS. However they actually MITM HTTPS connections (I have to install a root certificate from them) so they

My school blocks all protocols except for HTTP and HTTPS. However they actually MITM HTTPS connections (I have to install a root certificate from them) so they can decrypt and see everything people do. So unfortunately typical TCP proxies don't work, even on port 443 as their transparent proxy makes the handshake. Instead, I have to put the payload in an HTTP request acting as a download, and another request as an upload, and make an OpenVPN connection over that.