Our customer is sensitive to the number of connections and volume of logs of web servers.
You can always use direct injection of JS into page Dom (in-line js) and it will not be loaded via uri 🙂
About using CDN, it is possible but you will have to deal with redeploying agent after each configuration change. If this isn’t issue for you, it should work. One of our client was injecting agent from F5 because auto injection was issue for them. So in general it should work without issues.