Issues loading monaco web worker cross domain

[darind]

monaco-editor version: 0.10.1
Browser: Chrome 63.0.3239.132
OS: Windows 10

When I am loading the Monaco script from a different domain, from time to time, I am getting the following warning in the browser console:

Could not create web worker(s). Falling back to loading web worker code in main thread, which might cause UI freezes. Please see https://github.com/Microsoft/monaco-editor#faq

Here's my code to load the monaco editor:

var loaderScript = document.createElement("script");
loaderScript.type = "text/javascript";
loaderScript.src = "https://unpkg.com/monaco-editor@0.10.1/min/vs/loader.js";
loaderScript.async = true;
loaderScript.setAttribute("crossOrigin", "anonymous");
loaderScript.onload = function() {
    require.config({ paths: { "vs": "https://unpkg.com/monaco-editor@0.10.1/min/vs" } });
    var proxyScript = `self.MonacoEnvironment = {
	baseUrl: "https://unpkg.com/monaco-editor@0.10.1/min/"
};
importScripts("https://unpkg.com/monaco-editor@0.10.1/min/vs/base/worker/workerMain.js");`;
    var proxy = URL.createObjectURL(new Blob([proxyScript], { type: "text/javascript" }));
    window["MonacoEnvironment"] = { getWorkerUrl: function() { return proxy; } };

    require(["vs/editor/editor.main"], () => {
        var editor = monaco.editor.create(document.getElementById("editor"));
        var m = monaco.editor.createModel("export class Foo {}", "typescript", monaco.Uri.from({ path: "index.ts" }));
        editor.setModel(m);
    });
};
document.body.appendChild(loaderScript);

What would be the proper steps to debug this issue and more specifically the workerMain.js script which apparently is posting some error to the main thread through the defaultWorkerFactory.ts:

return new WebWorker(moduleId, workerId, this._label || 'anonymous' + workerId, onMessageCallback, (err) => {
    logOnceWebWorkerWarning(err);
    this._webWorkerFailedBeforeError = err;
    onErrorCallback(err);
});

Unfortunately placing a breakpoint inside this method and inspecting the err variable doesn't bring much information about the actual cause of this issue.

Additional observations:

• Loading the monaco editor from the same domain never causes this warning to be shown
• Slower internet connection to the CDN hosting the monaco editor dependencies increases the chances of getting this warning.