CDN urls produced by W3TC when using WPML are incorrect for non-default languages.
Effectively the localized home url is appended to the cdn url:
http://cdn.domain.comhttp://www.domain.com/path/to/resource
This occurs in /inc/define.php, w3_filename_to_url(). The problem is solved by replacing the call to w3_get_home_url() with w3_get_site_url() on line 134, i.e. using the non-localized site url instead of the localized home url. This fix assumes that resources are not localized via their url formats, which is how I have observed WPML to work.
It would be great to see this fix, if approved, in one of the next releases so I can easily update. Thanks!