Will the images of my site be indexed as coming from ShortPixel?

The short answer is no.

While images are read from https://cdn.shortpixel.ai, we indicate their origin to the search engines via HTTP headers. For example, take this URL:

https://cdn.shortpixel.ai/spai/w_100,h_100,q_lossy,ret_wait/https://www.wikipedia.org/portal/wikipedia.org/assets/img/Wikipedia-logo-v2.png

If we read the headers we'll notice this:

The highlighted line is used to signal search engines the original image URL.

You can read more about this here.