Yes. They will always be placed on NFS as well. No point in having all the nodes go all the way to the CDN when processing the jobs. CDN is most important when serving the content to end users. For batch job processing, it will take longer for no good reason.
As far as deciding how to serve the content, you can set that up in admin console->partner row->actions->configure
Where you'll see:
Remote Storage Policy
Delivery Policy
Which has the following options:
Kaltura Only - serve directly from NFS and only from it
Kaltura First - first try from NFS
Remote storage first - try remote first
Remote storage only - only serve from remote