Getting to Microsoft Symbol Server through an HTTPS proxy?

I’m working at a customer that only allows HTTPS web traffic. The Microsoft Symbol Server only supports HTTP, not HTTPS.

I’ve been trying to proxify it, but have not succeeded. I would think that something like “srv*c:\websymbols*https://megaproxy.com/go/msdl.microsoft.com/download/symbols” would work, but it does not.

Anyone have any suggestions?