The interesting thing is that he did not use the HTTPClient library (although using this should have allowed the Digest and NTLM authentication to work since the library supports it) because the HTTPSender class (see source here) does in fact support HTTP 1.1, just not by default. The trick is to set the right property on the web service stub so that the Axis engine does the right thing.
The other note to John's post is that you can use cfinvoke if you want to, but you just have to use cfobject/CreateObject to create the web service "stub" first, then pass that in as the webservice attribute of cfinvoke.
<cfset ws = CreateObject("webservice", "https://webservice.yourcompany.com/sql/whatever_endpoint?wsdl")>
<cfset ws._setProperty("axis.transport.version", "1.1")>
<cfinvoke webservice="ws" method="JJData" returnvariable="result">
John also notes that processing the result set and turning it in to a query is pretty slow. Not sure what is causing this other than there is a large amount of data getting processed.