ukn_unknown
Appreciate the suggestions. I actually already have a VPN on that machine, so could access it that way. However the proxy is more than just an access related requirement, it's fulfilling other needs as well.
DeltaMikeCharlie
I actually came across that last night, and that has actually resolved issues with downloading the XMLTV and M3U files!
However, I still ahven't found a player other than Sparkle that support HTTPS auth, so I'm still stuck!
Summary after all my fumbling about:
I actually have what I need to work, working. However to actually use it, I need to find an Android player that supports HTTPS and one of TVHeadends provided formats like the M3U file over HTTPS.
The only player that has worked so far is Sparkle and that's just not suitable for touch screen devices.