Question
Is it possible to pass non-HTTP traffic through WSA?
Explicit proxy Mode :
This is not possible, unless the request is a CONNECT request.
Transparent proxy mode:
If the Cisco Web Security Appliance (WSA) is configured in transparent mode and client's non HTTP requests are transparent as well, then the proxy automatically tunnels the non HTTP traffic that arrives on port 80. So the custom applications will likely work just fine.