Yum supports using a SOCKS5 proxy, so what I've done in cases like this is to SSH to another machine (that isn't blocked) and add the -D5000 option to SSH, which will give a SOCKS5 proxy on port 5000 that yum can connect to. Then you can use an environment variable to tell yum to use the proxy on socks5://localhost:5000. You could also use some publicly available HTTP proxy.
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Yum supports using a SOCKS5 proxy, so what I've done in cases like this is to SSH to another machine (that isn't blocked) and add the -D5000 option to SSH, which will give a SOCKS5 proxy on port 5000 that yum can connect to. Then you can use an environment variable to tell yum to use the proxy. You could also use some publicly available HTTP proxy.