The SoftEther folks should really think about adding NTLM support to the client for https proxy authentication.
I am behind a Microsoft corporate proxy and till now the only practical way to punch a hole through the corporate firewall is a local OpenVPN client and a remote OpenVPN server. OpenVPN supports https proxy with NTLM authentication, it even works satisfactorily, but OpenVPN configuration is not easy (especially the server).
SoftEther looks really easy and works perfectly when I am at home (no proxy, only a plain NAT ADSL router).
I tried various weird hacks to be able to pass through the corporate proxy, like using CNTLM or Proxifier, but they do not play well because the SoftEther client is being tricked about the remote peer:
One partial solution is using a local CNTLM proxy chained to the corporate proxy, then you tell SoftEther client to use the local http proxy. It does not work because SoftEther client does not add a route for the corporate proxy, hence the connection between CNTLM and the corporate proxy is lost as soon as the VPN channel is set up and the default route is automatically changed.
Another solution would be to locally install Proxifier and let SoftEther client try to connect to the remote SoftEther server (which is in the public internet). Then Proxifier redirects the connection to the corporate proxy while doing NTLM authentication. Again, it does not work because SoftEther client does not add a route for the corporate proxy.
I could add myself a special ip route for the corporate proxy using the command route.exe, but then the contraption becomes complex and unreliable to the point that there is no more reason to prefer SoftEther over OpenVPN.