Решение:
map "$http_via" $noCDN {
        default  1;
        "~.*\.edge\.worldcdn\.net"  0;
    }
    server {
        listen   0.0.0.0:80;
        server_name example.com;
            if ($noCDN) {
                return 301 $scheme://www.example.com$request_uri;
             }
    }
Posted at Nginx Forum: https://forum.nginx.org/read.php?21,263615,263622#msg-263622