It's possible. Shopify tends to control the architecture, so I would suspect most themes will include images in the same way.
A possible issue is if the image is included on pages with a different URL to the version in the sitemap. The smallest difference will mean it will not show up in the sitemap index count.
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CDN might be a problem for nonindexing of your store images. You need to check if those directories where images are stored are really accesible to google bots.
One more important thing to remember is that you need to provide high quality and original images in order to have a presence in google image search results. In addition you need to do following things to have great presence in google images search:
- Write relevant content around images
- Use keyword specific descriptiove alt tags
- Optimize the image file names
- Make sure that Google bot have the access to the directory and URLs of those images