Merchant feed

I love to hear experiences with creating merchant feeds from dropshippers, with the ali merchant add-on or manually. The person who is creating this feeds for me said that for feed approval you have to host the images on the server of the webstore itself instead of third party image linking (running the images trough aliexpress). Also the security seems to be at risk when the images are not on the webstore server. (http image linking)All the images on the webstore server wiil effect the loadtime of course. I like to hear your experiences and solutions of course.