In the app.yml there was
DISCOURSE_CDN_URL: https://cdn.mycdn.com/
That won’t work. It needed to be
DISCOURSE_CDN_URL: https://cdn.mycdn.com
This has made my life bad before. IMHO, it would be appropriate for the code to strip a trailing slash (in most places the trailing slash is better) so that you’d not be punished for having the trailing slash.