As much as I hate to post a pessimistic "Just do X instead" comment... why not just serve the fonts locally?
It's no more difficult than serving any other asset. And if you're worried about privacy, then serving files locally removes any dependency on a third-party server at all (or two in this case).
It's no more difficult than serving any other asset. And if you're worried about privacy, then serving files locally removes any dependency on a third-party server at all (or two in this case).