Loading data from a third party can be GDPR compliant, but isn't always. One legal basis for processing personal data is "legitimate interest"[0]. Legitimate interest is incredibly vague. In short, it allows you to process data as long as doing so is necessary or of critical important to your business.
As an example, in order for someone to visit your website, you need to receive and process their IP address. That's just how TCP works. Since you have a "legitimate interest" to process their IP address so they can visit your site, you don't need to ask for consent before processing their IP. Similarly, since DDOS prevention is critical for maintaining your website, you are allowed to process IP address for DDOS prevention as long as you intend to process the IP only for DDOS prevention.
For your specific question, a website loading an external font resource would likely fall under legitimate interest since the font is necessary for the website to function.
Since user analytics is not necessary or critical to a business, you cannot share IP address with a third party if the intent of doing so is so you can perform analytics on your users.