If anyone is still interested, I made a very simple tweak to make this work for me.
<br />
Head over to wp-content > plugins > nextgen-gallery > lib<br />
Open up image.php in your favorite editor.
Check around line 53 for this code:
<br />
$gallery = (object) $gallery;<br />
Directly beneath it add this:
<br />
$cdnURL = "TYPE_YOUR_CDN_URL_HERE";<br />
(being sure to replace TYPE_YOUR_CDN_URL_HERE with your external URL!!)
Now scroll down to line 68 – 69. Look for this
$this->imageURL = siteurl() . '/' . $this->path . '/' . $this->filename;
$this->thumbURL = siteurl() . '/' . $this->path . '/thumbs/thumbs_' . $this->filename;
(This is off the top of my head so i may have mistyped that.)
Then simply change both
siteurl()
to
$cdnURL
Hope this helps!