But this seems to be the current reality with enterprise firewalls. :-(
(No, TLS doesn't help in the long run. If your boss wants to know which pages you are reading he will let the experts setup this: https://www.howtoforge.com/filtering-https-traffic-with-squi...)
I'm just the victim. Whenever I suspect the firewall to be the cause of a problem I use a proxy via a ssh tunnel. As long as it's not forbidden for me to actually solve problems.
The list of software that isn't usable behind a WatchGuard firewall (and maybe similar enterprise firewalls) is getting longer and longer. No Google fonts, no Drupal, no ShopWare 5.2, JIRA barely usable, etc.
I am (primarily) a network engineer and such a list would be wonderful to have when recommending for or against specific products.