HTTP or HTTPS server connections, best practice?

Hi, Im setting up a proxy web server between my client and a web service I want to fetch data from. The proxy is only there to convert the response from the server as makewebrequest does not accept the (mis-configured) server response data.

My proxy server is up and running and I can make request to it using HTTP from the client. However when I try to use HTTPS I get the SECURE_CONNECTION_REQUIRED response code. 

Is there anything else to configure in the makeWebRequest call other than using an HTTPS url? I could not find anything obvious in the API docs. 

My proxy server is using a self-signed certificate. I know that can cause a lot of issues but was hoping the client should be fine with it. Do you guys know if that is possible at all, I don't want to purchase a real certificate. 

thanks!