Under attack mode blocking access to my cdn subdomain

I didn’t found anything similar to my issue, so I will ask here.
Whenever I enable under attack mode for my account then my main domain example.com is broken because cdn.example.com subdomain (where all images and files are hosted from) is also protected by managed challenge separately and css, js and images are not loading. After I manually visit cdn.example.com and pass challenge then example.com is working fine (while under attack mode is enabled then it’s impossible to pass challenge for cdn.example.com, it’s only possible to pass challenge when cdn subdomain is manually added to force managed challenge rule, but it doesn’t fix my issue with loading files on main domain from that cdn subdomain).
So my question is if there is anything to do to fix this issue? Like if I pass challenge on my example.com then all my subdomains will also be passed without need to do captcha separately?
Thanks in advance

PS. I also noticed something strange that if I add managed challenge to my subdomain then it is possible to pass captcha without issues, but when under attack mode is enabled then cdn.example.com is loading challenge forever and stuck.
cdn.example is pointing to external server bunny cdn

More of my issue on short videos:

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