Shopify SEO: Image Links

[LG_Ulric]

Hi,

We are busy working on our Shopify's SEO. 

We have seen that our site Leather Gallery has very few backlinks from images. Especially compared to competitors. 

We see that all our image links are on the domain cdn.shopify.com. Which means that even if google index's our images they do not point back to our site. 
As a result, we are not reaping the rewards of our indexed images for our SEO.

We have seen that the answer put forward, is to create a subdomain as a proxy & edit the theme code to use the proxy for image links instead of the default CDN.

If this is the case - when setting up the subdomain as a proxy is there anything we need to do specifically to make this work?