Issue between resizer and CDN

After I started using keyCDN with WP-Rocket to host my files I’m constantly receiving in my PHP error log this error:

WPSP_Resize.process() error: Image must be local: https://cdn…….

Have you taken into account this scenario?

Here an example:
File hosted in the CDN: https://cdn.theworldmarch.org/wp-content/uploads/2019/03/contra-armas-nucleares-1.png
File hosted locally: https://theworldmarch.org/wp-content/uploads/2019/03/contra-armas-nucleares-1.png

WP-Show-Posts is trying to use the CDN version for the resize instead of the locally hosted images that are available.