Vanilla HTTP should be fine. I think 80% of the urls are HTTP.

If you're getting no such domain, it's either blocked because it looks too much like a spam domain, or it simply hasn't been discovered yet.

What's the TLD? I severely restrict some cheaper TLDs because they gave so much spam.

For example, cr.yp.to is an example of a baby I know I've definitely thrown out with the bathwater.