Can we tell MID Server to run the custom jar file instead of the one from httpclient.jar on MID Server?
The only option is to the OOB file from MID Server and You will need to manually put the Jar file in the agent/lib directory, but it will get overwritten every single time mid server upgrades. Unfortunately with current design mid server does not have separate class loader so that you can use your own jar while mid server uses its own jar.
Also note that your Jar file is not tested for compliant with current mid server version. There could be potential side affects due to code mismatch.
To run the org/apache/http/conn/ssl/SSLConnectionSocketFactory.class from your custom jar file instead of the one from httpclient.jar on MID Server, The only option is to delete the OOB file from MID Server.