Without adding our CDN to 'Base URL for Static View Files' we get the correct file frontend/CO/theme/en_US/jquery.min.js
Adding our CDN URL we get the incorrect file frontend/CO/theme/en_US/jquery.js, which 404's because it's not there.
CDN for 'Base URL for User Media Files' works fine.
I checked static/.htaccess is working fine with Apache2.4.
Deploy mode is production.
Tried running bin/magento c:f & bin/magento setup:static-content:deploy -f
EDIT: Workaround is to turn off js minification, then adding the CDN.
bin/magento config:set dev/js/minify_files 0 bin/magento c:f rm -rf pub/static/* bin/magento s:s:d