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After an image was replaced, salesforce require some short time (around 5 minutes) it to be updated, so usually we wont see the changes at once. But as soon it is updated, we can see the changes with MC Connector.
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Testing
During testing the solution the situation with not existing source might arise. It is not customer issue and could be easily fixed by clearing cache
Issue with non accessible url:
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Clearing the cache:
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