You can use Socks via HTTP. Configure a local Socks-proxy which connects to a HTTP-proxy. Should work
Sorry, there is a program named Socks2HTTP - however it creates a SOCKS5-Proxy but rtmpdump supports only SOCKS4.
I took a look at
this page. It says that you can do this using e.g. HTTP-Tunnel , HTTPort , SocksChain , Socks Connector; you can find them
here - but almost all links are dead so you have to search them on other pages. I hope that one of them can create a SOCKS4-Proxy.