That's why I asked if this change can me made in the code. I don't mind editing the core code and re-applying the change whenever UNA updates. As long as it works, I am fine.

Ok, in this case you can try to change the following two lines in `inc/params.inc.php` file:

...
define('BX_DOL_URL_CACHE_PUBLIC', BX_DOL_URL_ROOT . 'cache_public/');
...
define('BX_DOL_URL_BASE', BX_DOL_URL_ROOT . 'template/');
...

Try to change `BX_DOL_URL_ROOT` to you CDN domain name, also you will need to disable the following setting in Studio > Settings > Cache > Enable compression for JS/CSS files(cache should be enabled), to server files directly from `cache_public` folder instead of using `gzip_loader.php`.