Thomas, on which server did you put the crossdomain.xml?
The crossdomain.xml file belongs on the server that is supplying the data. So if your Flash app is running on your servers, and it attempts to download data from some other domain ... that other domain needs to supply a crossdomain.xml file.
Based on your comment in the other StackOverflow question that you linked to, it sounds like you put the crossdomain.xml on your own server. By doing that, you're saying it's ok for Flash app's hosted on other websites to get data from your web site. Instead, you need to put a crossdomain.xml file on the CDN site that authorizes Flash apps in other domains (like your own) to access the data on the CDN.