I may not totally understand what you're doing but I'm also stuck behind a firewall and haven't figured out how to use a proxy server (or if IT allows it either), but you can grab all of the individual packages here:
http://repo.continuum.io/pkgs/index.html
I forget the syntax (it's not that hard to figure out though), but you can tell conda to then install any of those specific packages after you download them -- instead of having conda do it automagically over the web. You just have to be careful to get the exact one that you need (right version for your OS, right python version, right numpy version, etc.). You will also need to manually update dependencies as necessary (whereas conda over the web would do that automagically).
Anyway, it's absolutely possible to do what you are trying to do, although figuring out how may not be obvious.