Prefacing by saying I’m a total noob to webdev.

I’m trying to move my personal portfolio site off of Squarespace and onto some sort of static hosting. Since I know nothing, I’m cobbling together hugo templates and using LightBox2 to show image galleries. The blog I’m referencing includes LightBox2 using this:

<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.4.1/jquery.min.js" integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/lightbox2/2.11.1/js/lightbox.min.js" integrity="sha256-CtKylYan+AJuoH8jrMht1+1PMhMqrKnB8K5g012WN5I=" crossorigin="anonymous"></script>

I would prefer to not subject people viewing my page to any external tracking if I can avoid it. My page has zero tracking/analytics for this reason. I briefly tried downloading LightBox2 and directly including it instead, and was able to get it working mostly, but some things were broken that I would need to debug. Before I do that I was wondering, is this even a problem? Is including stuff from cloudflare cdn like this sketchy? It’s possible I’m being overly paranoid but I have no idea.