Magento 2 .Woff blocked by CORS policy: No 'Access-Control-Allow-Origin' header is present on the requested resource

Question

Have a Magento 2.3 on Nginx. Trying to set up Cloudfront for /pub/static/ on subdomain like https://static.mydomain.com.

Base URL for Static View Files is https://static.mydomain.com. Getting error for all files .woff:

Access to font at has been blocked by CORS policy: No 'Access-Control-Allow-Origin' header is present on the requested resource.
Get net::ERR_FAILED

Ngnix magento settings for /static/

location /static/ {
location ~ ^/static/version {
    rewrite ^/static/(version\d*/)?(.*)$ /static/$2 last;
}

location ~* \.(ico|jpg|jpeg|png|gif|svg|js|css|swf|eot|ttf|otf|woff|woff2)$ {
    etag on;
    if_modified_since exact;
    add_header Pragma "public";
    add_header Cache-Control "max-age=31536000, public";
add_header 'Access-Control-Allow-Origin' '*' always;
add_header 'Access-Control-Allow-Methods' 'GET, POST, PUT, DELETE, OPTIONS' always;
add_header 'Access-Control-Allow-Headers' 'DNT,Authorization,X-CustomHeader,Keep-Alive,User-Agent,Origin,Referer,X-HTTP-Method-Override,X-Accept-Charset,X-Accept,Accept,Access-Control-Request-Method,Access-Control-Request-Headers,X-Requested-With,If-Modified-Since,Cache-Control,Content-Type' always;
    add_header X-Frame-Options "SAMEORIGIN";
    expires +1y;

    if (!-f $request_filename) {
        rewrite ^/static/?(.*)$ /static.php?resource=$1 last;
    }
}

location ~* \.(zip|gz|gzip|bz2|csv|xml)$ {
    add_header Cache-Control "no-store";
    add_header X-Frame-Options "SAMEORIGIN";
    expires    off;

    if (!-f $request_filename) {
       rewrite ^/static/?(.*)$ /static.php?resource=$1 last;
    }
}

if (!-f $request_filename) {
    rewrite ^/static/?(.*)$ /static.php?resource=$1 last;
}

add_header X-Frame-Options "SAMEORIGIN";

}

Still doesnt work. What Am I doing wrong here? Thanks