Hi Jack.
It would be great to control the traffic to SaaS service as it may lack either some significant security and business or both controls.
I don't have much info for your setup or needs so passing a solution documented for using third party CDN at
https://help.salesforce.com/articleView?id=domain_mgmt_domain_config_options.htm&type=5 from Salesforce community site as reference.
Please reach out to your AE team for more detailed discussion for this setup
Some SaaS control guidelines can be reviewed from
https://attack.mitre.org/matrices/enterprise/cloud/saas/ ------------------------------
Abhishek Gupta
Customer Success team
Imperva
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