Easiest way to do this, is to snap a photo with your smartphone. Location Services are enabled by default. Then email it to yourself and run exiftool on it or look at properties, Details tab in Windows. GPS data should be present. If you're still having trouble, let me know and I will post a pic.
I tried to search on the information provided but it doesn't seem like firewall does not have any file type which will block GPS exif file.
Also there is only one application which is being blocked for such data by the firewall which is FOTKI. Here are the details from the firewall for the application
Also you can file a request for a new application for file type.
Here is a doc which explains how to request a new application
Hopefully this help.
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