Is it possible to disable JSdelivr CDN?

This is not quite right, the config “url” not “scriptUrl”:

"sodoSearch": {
  "url": "/assets/sodo-xxx.js",
  "styles": "/assets/sodo-xxx.css"
}

Additionally you can disable the feature entirely by passing a false or empty url:

"sodoSearch": {
   "url": false
},

:warning: these changes should always go in your config.[environment].json as mentioned by Vikas - modifying default.json will require you to re-make the change on every upgrade.