I'm aware of protocol-relative URLs, which are usually the right solution for serving scripts or other resources on pages that may be loaded using HTTP or HTTPS.
However, I have a script that I would like to always serve via HTTPS, even when the page it's being loaded onto is served via HTTP. Leaving the obvious potential security issues around mixing HTTP and HTTPS content aside (namely, that a MITM attack on some script served via HTTP could theoretically be used to inject exploit code used to read stuff from the script served via HTTPS), is this a bad idea for any other reason? For example, will this cause mixed content warnings in any old versions of IE?