How to Setup a CDN for All Content?

To totally bypass WP, just use the CDN native interface or a utility like cyberduck to upload you files directly to the CDN and embed the file from the “From URL” tab at the add media thing.

This can work with files and video but will be problematic with images as WP process images to create thumbnails and gather EXIF and location information if they have. If you need any of this then you can’t totally bypass WP unless you are willing to generate this info by some other way.