@Piquan, the REQUEST is truncated to 100KB (which in your case I suspect is excessive). The RESPONSE will be chunked in 512 byte chunks so you will receive multiple responses to your subscription after firing the webhook. This approach uses the Publish/Subscribe model coupled with a webhook. This gives you the HTTPS access coupled with COAP-wrapped responses for security. Large data throughput, however, is compromised.
There is also an HTTPS library available here:
Using TCP directly will give you the most flexibility in your approach but with no security (per se). In some applications where security isn't important, I actually run an FTP client and pull the data from a server directly to microSD (and vice versa).
Finally, the proxy is another alternative. I can tell you that some of the top priorities for the Particle Team after the Electron is released is to work on supporting HTTPS and IPV6. Have fun! 