the root robots.txt refers to a sitemap (index?) on the root hostname which only refers to urls on the root hostname.
the subdomain robots.txt refers to its sitemap index on the root hostname.
the CDN subdomain's sitemap index only refers to the individual category sitemaps on the CDN subdomain's hostname.
so far, so good.
the part where i think you are going to have an issue (see #3 above) is that these individual category sitemaps may only refer to urls on the CDN subdomain's hostname.
this is all exactly what is described at the url i provided above.