klark0 - 8:11 pm on Dec 18, 2012 (gmt 0)
The change of filenames and path is probably what you did you in.
I switched to a CDN a few months ago. It went smoothly as I moved from:
I did no redirects, but all image links in content were updated to the new URL and the sitemap was also updated. The images are still accessible on the old URL, but Google figured it out on their own and replaced all the indexed images with the CDN version. No loss of traffic.