Is it possible? Does somebody know, how is it technically possible to setup a CDN without nameserver and cname manipulation?
Not supported by all Registrars
If you want the ability to create additional sites or content delivery networks without having to edit any DNS entries then you can adopt a wildcard setup. Sadly not all registrars allow you to do this but a example of a wild card A record looks like this:
This allows you to create sites, apps and content delivery networks by just editing the virtual host on your server, for example
uniquestring.cdn.example.com, this is how Rackspace, Azure and Amazon issue CDN for their customers.
Amazon Route 53
If your current domain registrar does not allow wildcards then take a look at Amazon Route 53