Whether they are on Shopify's CDN (they all are) or not, doesn't matter.
If you inspect your domain.com/sitemap.xml file then go to the products file, you will see for each product, there's an image included. This is done to encourage indexing of images. When you update your primary image like you have, the URLs should update.
With that said, I have seen Google struggle to index product images. There can be many reasons for this. One being the poor naming and the low different of images compared to others. In writing about my (minor) pickings of Shopify SEO, this is one of the issues: