With CDNs, there are definitely privacy (and GDPR) concerns, since often the complete traffic passes through the CDN. And in order to cache, rewrite and optimize responses, SSL connections are typically terminated in the CDN. And this implies that the CDN provider processes and potentially sees sensitive user data in plain text. Due to the distributed nature of CDNs with many edge locations, one can never be really sure what the exact legal circumstances are when user data is passed through the CDN nodes in different countries. And even though CDN providers won't leak user data on purpose, cloud bleed [1] has shown that this can happen by accident and at massive scale.
This is one of the reasons, why at Baqend we opted for a different approach: by using Service Workers, we can make sure that as a service provider we will only see public data. Personally identifiable information like cookies and sensitive session information does not leave the user's browser. And if you think about it that makes a lot of sense, since the public data really is what makes a site fast or slow. User-specific data (e.g., a profile, payment data, etc.) is hardly ever the cause of performance problems. Nonetheless, we do use CDNs for public data as they are an indispensable tool to achieve low latency.
2: HTML
3: OK, add some images if needed. Links if possible, inline only if absolutely necessary.
4: If you really want the thing to load fast, inline styles as well.
5: Only use scripting if there is no other way to achieve what you want to achieve.
6: ...but maybe you want to achieve something which your users would be better off without?