For a website behind a CDN, does it make sense to combine JavaScript into one file and host it on my server?

Currently, my website loads JavaScript Libraries from Several CDN providers (Cloudflare, unpckg, etc.) and it is working through a CDN (Cloudflare).
Does it make sense to combine all thrid-party JavaScript files into one and host them on my server (digital Ocean)

It will reduce the number of requests, but what about load times and reliability? Any other issues?

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