I would also add my (admittedly limited) experience to using CDNs in this way. If you do add the subresource integrity attributes (which a lot of major CDNs don't support because they change the content based on user-agent), you should be prepared for when that check fails, which might mean your site doesn't work. It's certainly more secure than loading malicious scripts, but if you're JavaScript heavy and the CDN loaded library is integral to your site working, then a malicious actor could still do some harm.