What about the access server? Wouldn't that be a solution to connect via a browser and so bypassing the proxy?
nope
As for your firewall issue: make sure TCP port 80 and/or 443 is forwarded to TCP port 1194 on your OpenVPN server, then start the client using the http-proxy rule; post the log file here.
Also try opening Internet Explorer and "browse" to <your-ip>:443 via the HTTP proxy - this should fail, of course, as IE is not an OpenVPN client, but you should see traffic on the server side, otherwise the proxy is also blocking this.
