Hi @lettisofa
Apologies for the delay in getting back to you here.
You can certainly use Jetpack alongside Jetpack Boost, the two are compatible.
With the Critical CSS errors you were initially seeing, to give some more context this means that the specified URL is loading content from a different domain or protocol. It usually means the specified URL is a redirect to an external site. It may be worth deactivating any plugins which add redirect URLs to the site for the duration of generating Critical CSS.
As for the X-Frame-Options issue, it is correct that when a site has X-Frame-Options: DENY in its HTTP headers, browsers will refuse to load it inside iframes. That currently breaks our local Critical CSS generator in a way that looks a lot like a cross-domain error. This is an issue our developers are working on but there is no timeline on when it will be implemented at this stage.
As for whether or not you can set X-Frame-Options to SAMEORIGIN – I have reached out to our developers for more information there.
Do let us know if you have any further questions in the meantime though!