Snippet to replace image URIs with CDN image URIs in the XML sitemaps generated by WordPress SEO by Yoast. Obviously replace yoast.com with whatever is your site's domain.

gistfile1.php

<?php

/**
 * Replace image URIs with CDN image URIs
 *
 * @param string $uri
 *
 * @return string
 */
function yst_cdn_filter( $uri ) {
	if ( ( defined( 'SCRIPT_DEBUG' ) && SCRIPT_DEBUG ) ) {
		return $uri;
	}
	return str_replace( 'https://yoast.com', 'https://cdn.yoast.com', $uri );
}

add_filter( 'wpseo_xml_sitemap_img_src', 'yst_cdn_filter' );