CPR LTT LEAVES AIRSHOW IN FACE OF LOW CEILINGS. MAY HAVE FLOWN IN CLOSE PROX OF CLOUD.

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WE WERE DEPARTING OSHKOSH DURING FAA CONVENTION ON A PLANNED IFR FLT PLAN. WE WERE STUCK WITH A FIRM SCHEDULED DEP TIME AS WE WERE FLYING OFFICERS OF OUR COMPANY IN OUR CORPORATE JET. THOUGH WE FOLLOWED ALL PROCS AND WERE READY TO DEPART BY XX:20 PM IT WAS CLR WE WOULD NOT RECEIVE TKOF CLRNC BEFORE THE SCHEDULED ARPT CLOSING AT XY:30 PM. WE WERE #35 FOR IFR DEP AT XX:20. BY XY:00 PM WE WERE STILL #30. THIS L US 2 OPTIONS. DEPART VFR OR SPEND THE NIGHT (NO HOTEL ROOMS OR CARS IN TOWN). WE DEPARTED VFR. WE POSSESSED THE NECESSARY CHARTS FOR THE FAA SPECIAL TFC MGMNT PROGRAM AND BRIEFED THE DEP. I TAXIED THE ACFT. THE FO; WHO WOULD BE FLYING; HAD THE PROCS ON HIS YOKE CLIP. HE BRIEFED THE DEP INSTRUCTIONS. WE WERE CLRED FOR TKOF ON RWY 27 BY THE 'FLAGMAN'. AFTER TKOF SEVERAL THINGS OCCURRED. THOUGHT THE RPTED WX INCLUDED SCATTERED CLOUDS AT 2000 FT AGL THERE WERE SCATTERED TO BROKEN CLOUDS MUCH LOWER. IN ORDER TO MAINTAIN VFR CLOUD SEPARATION IT WAS NOT POSSIBLE TO CLB DIRECTLY TO 1500 FT AGL FOR TURBINE ACFT DEP ALT. IT WAS SEVERAL MINS BEFORE REACHING THIS ALT. IN AN EFFORT TO MAINTAIN VFR; PF TURNED ESE NEAR E ARPT BOUNDARY. LATER REVIEW OF PROC SHOWED THIS WAS WRONG. WE SHOULD HAVE CLRED THE TFC AREA FIRST. THE WHOLE SITUATION WOULD HAVE BEEN AVOIDED HAD ALL IFR DEPS BEEN ACCOMMODATED. ALSO I SHOULD HAVE READ THE DEP PROCS MYSELF. WE DID COMPLETE FLT AND RECEIVE AN IFR CLRNC LATER WITHOUT INCIDENT. THE FIRM CLOSING TIME OF THE ARPT NEEDS TO BE MODIFIED.