I know “There is no charge on bandwidth between Azure storage and applications hosted in the same data center.”
And there has 5000 requests/second limit, and Microsoft suggest use CDN to overcome the limits.
So, I like to know “Is there a charge on bandwidth between Azure CDN and hosted application in same data center?”
Think of the CDN as about 2 dozen non-datacenter entities (nodes?). Any time a CDN node is loaded with a requested object, you’re paying for egress from blob storage, along with the associated transaction(s) against storage, required to transfer said object to that CDN node. There’s no concept of CDN being in the same data center as your hosted app.
Looking at the full picture:
Full pricing details are here.