But that's just more waiting, and you still end up downloading the ENTIRE script (unless you get REALLY fancy with webpack in a way I don't even want to think about...)
I have a friend who has done, in production, exactly what your subconscious is afraid of. I should get him to do a write up sometime: it's both amazing and horrifying at the same time...
I've thought about it a bit before, and always ignored it because there'd be no real benefit.
But i could see writing a crazy webpack config that breaks out all my lodash functions into their own bundle, then tries to add a script tag to the CDN version, doing some quick processing to determine if it's in the cache, and if it's not falling back to including my own custom-built script tag (and canceling the request to the CDN version).
I'm sure it wouldn't provide any benefit to anyone, but it would be a fun code-golf exercise!