Update: I tried installing version 0.9.2.5 and there the custom files work perfectly well. So it appears that it’s something that’s gotten broken in one of the last update. I heard that versions 0.9.2.6 and 0.9.2.7 often break people’s websites, so haven’t tried them yet.
So it’s version .5 with a security risk,
versions .6 or .7 (not tested) with a site breaking risk,
version .8 with custom files not working (so no plugins hosted on your CDN)
or wait for the next version.
Choose your poison;)