Hi,
If your network is set up to pass all traffic through a proxy, without a gateway set on clients, you won't be able to use anything that the proxy server isn't configured for.
Have in mind, anyway, that Stunnel doesn't act as a proxy and the purpose isn't to connect dinamically to different endpoints. The software, if there is some with that purpose, behind the other endpoint of Stunnel is the one that does it. Stunnel just creates a secure tunnel between two peers.
Regards.