Well, once you hotlink jquery in your website at least use the https link (assuming your site is on https too).
No need; the browser will block http:// included from https:// pages. Including from a http:// page? Then a compromised jquery cdn is the least of your worries.
In short; no, just a compromised dns record is not enough.
if it is a http:// page, then even a small change in the local host file is enough.