Hello @miaomiao ,
This is not possible on Shopify, as all the assets which we upload on Shopify have "cdn.shopify.com" by default. However, if you want to change the domain of specific assets then you need to upload it on your own server, and then you can use it on Shopify.
Hope it was helpful. Please let us know if you need any further help.
Regards,
Team CedCommerce