chilberto, how is the CDN configured? From the screenshots it seems there is only one CDN endpoint called azureonthecheapcdn or azureonthecheap (the former in the endpoint creation dialog, the latter in the HTML snippet) which is backed by the UK instance of the storage account (called cheapstorageuk; judging from the endpoint creation dialog). The schema clearly shows three instances of the storage account and via color coding which is used by which visitors -- that part seems OK to me -- but does not show how it works with the CDN.
If it is OK to have expensive cache miss, a single storage account may be used. Once the content is cached in the region by the CDN, further accesses are cache hits and thus practically independent from the location of the storage. It simplifies deployment of the website, too, as it has to be deployed just once, not three times (once to each storage), ensuring consistent deployment. Of course, it runs into the problem with Azure Function traffic distribution outlined in the Scenario section.
If even the first load needs to be fast, the three Storage accounts are necessary, but how to set up the CDN endpoint? Front Door has backend pool, but CDN requires a single origin hostname. It feels Traffic Manager should be placed between the CDN and the Storage accounts to distribute the traffic. Traffic Manager was already announced as the solution the Azure Function traffic distribution problem.
Looking forward to the next part of this series. Hope the lag is caused just by shifted priorities during the COVID-19 crisis and the third part of the series will eventually be published.