CLoudFlare and Jetpack are definitely compatible. I’m not really familiar with jsDelivr though. jsDelivr seems like a free CDN you can use to serve popular libraries, instead of serving them from your local WordPress installation.
If you find a way to replace these local scripts (maybe though a plugin that would register custom locations of each library), then that shouldn’t cause any issues with other plugins on your site, as long as these jsDelivr libraries are kept up to date and still enqueued properly.
You could look at this plugin, for example. It doesn’t use jsDelivr, but will serve WordPress libraries via Google’s CDN:
https://www.ads-software.com/plugins/use-google-libraries/
I hope this clarifies things a bit.