How much of a negative effect does the Shopify CDN have on SEO?

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I have quite a bit of PDF files and custom images that I'd like to rank in SERP. I'm more than little worried about the Shopify CDN though, as it seems that it completely bypasses my store. Let's say I do the work to really optimize the filename and metadata of a PDF file from a supplier (where changing the contents might be difficult), and it ranks well in Google. However, when Google indexes it and links to the file like I'd expect, there is no mention of my store anywhere. The link points to Shopify CDN. I've done all the work, and as far as I understand, I will get no benefit from that.


Am I somehow misinterpreting the situation? Is there some benefit from doing SEO on images and files, even if it goes to the CDN? Am I just making up problems that don't really exist? There's a lot of advice online on optimizing the image alt tags etc, but how does it help if the store doesn't "relate" to those images? Or does it, regardless of the CDN?


One possible solution that was suggested to me would be to register a subdomain, get a server to host files there, and use that for the files. However, I also read that subdomains are treated by Google completely separate from the main domain... so while this would have the benefit of at least getting my domain name in front of the searchers, it might not do much other good. I also read this blog post about using a proxy, but I'm not sure if I can implement that. I have a Partner account registered, but that app part still goes over my head. I would appreciate it if someone could provide some clarity on this topic? :)