Apple Software Update behind Websense
If IT is being intractable even when you tell them that you are prevented from updating your OS (which in itself is a security issue), you have three options:


Download macOS updates directly from Apple at https://support.apple.com/en_US/downloads/macos.  You can download these off site (if necessary) and copy them to USB external storage.
Use a mobile hotspot
Physically take the Mac to another network without this restriction (like you home for example)


It still surprises me that they are completely unwilling to assist - they could literally bypass the rules or  put it on the DMZ for the duration of the update and return the machine back to the being protected after the update.