Backup file won't include offloaded media to Shifter Media CDN. If you want to export media from the CDN, you should do it manually on WordPress dashboard.
How to export media from Shifter Media CDN
1. Start WordPress and install Export Media Library plugin to download media
Install Export Media Library plugin
..... and activate it
2. Export media
Click [Media] --> [Export]
3. Download media files
Click [Download Zip] button and make sure all media is exported.
4. Downloaded
