Very glad to hear you found something that works for you!
Just as a heads up, I need to point out that we provide no tech support for being proxy’d to. Our CDN is designed to be the proxy to your backend, rather than vice versa. You are welcome to do it your way, but we won’t be able to help you in case it doesn’t work.
Do be aware that nginx in particular has in our experience shown a tendency to connect to a single CDN node (rather than leveraging our geographic routing via DNS to choose from an appropriate pool of nodes that are up and running at this particular moment), and then holds that connection (or at least the answer to the DNS lookup) in memory, and that will lead to downtime, since we regularly rotate our CDN nodes (e.g. during deployment of updates, end of life, moving traffic patterns). We do not provide any announcement when we do this.
So, this is a bad pattern to rely on for production.
Just to be clear - we’re not trying to lock you in. Perhaps you can have two sites? www.you.com and blog.you.com or cart.you.com - anyway, separating the concerns.