wpseo_cdn_filter works only for featured images

Yoast can’t control what gets loaded off CDN; that needs to be managed in your CDN setup.

The Yoast filter is only there to help set correct path to use for the featured image which is what Yoast uses to set the meta data for OG tags, other sharing elements. Yoast doesn’t add links to all your images into the header typically, as I understand it.

That may not be correct for your possible use, but if you have the PRO version of plugin put in support ticket request for help.

(( I don’t work here; just long long time user. ))

It took couple of nights of good night sleep but I managed to fix this. Here’s some background:

Some months ago my host started offering free https for all customers. Transition went smoothly, all http requests are redirected to https, everything is set, and all loose ends are tied.

What I didn’t realize with my tired brain few days ago that my sitemap (before applying the filter) had, for some odd reason, http and https urls in it.
https://s3.postimg.org/p3mkv3lw3/Yoast_xml_filter_problem.jpg

So applying a filter which changed https-mysite to https-cdn.mysite only affected urls starting with https.

The fix was simple. I just had to add a second filter: from http-mysite to https-cdn.mysite. Now all my image urls point to cdn.

I feel so dumb and smart at the same time.