The WP Engine CDN doesn't apply to images that are output via wp_get_attachment_image_src()
.
<?php echo esc_url( wp_get_attachment_image_src( get_post_thumbnail_id( $post->ID ), 'medium' )[0] ); ?>
You can add a HTML Post-Processing rule that will get them. (Found in the site's WP admin: WP Engine > General Settings)
Replace SITE_URL and UNIQUE_CDN_STRING.