A DPI firewall at a place of education had a whitelist of allowed domains that you could connect to from the internal network. One entry in the whitelist was "microsoft.com".
I installed a web proxy on my VPS, which was accessible under a domain name like "computerthings.example", created a subdomain called "microsoft", and voila: "microsoft.computerthings.example" was good enough to match "^microsoft.com.*" and allowed us to bypass the block for the next two years.
Ah, a rare situation where you have to put your URL in angle brackets for it to be parsed correctly here: <http://foo.com/update.exe?> (Not that it matters in this case. Also I would’ve guessed the angle brackets would disappear, but apparently not.)
I installed a web proxy on my VPS, which was accessible under a domain name like "computerthings.example", created a subdomain called "microsoft", and voila: "microsoft.computerthings.example" was good enough to match "^microsoft.com.*" and allowed us to bypass the block for the next two years.