CoralCDN isn’t much of a CDN for performance, they are better at dealing with load spikes but suck for performance.
I’m taking it that your site is wordpress-based given the plugins MaxCDN suggested. If so, there are a couple of ways to get gzip enabled for the php content.
In wordpress itself: visit your wordpress options.php (yourdomain.com/wp-admin/options.php) and enter ‘1’ in the field of gzipcompression (1 stands for true, 0 is false).
In .htaccess: php_flag zlib.output_compression On
Unless I’m missing something, the pricing MaxCDN gave you doesn’t look right: http://www.maxcdn.com/pricing.php (it’s 1TB instead of 10GB). You don’t want to use a push zone, use pull zones and have it pull the content from your servers. Are the pages that load offsite also from HostGator? If not and you’re having gzip problem with them you should be able to get those addressed.
It also looks like they recommend W3 but any CDN plugin that does the url rewriting will work because of how pull zones work. It looks like the My-CDN plugin will do JUST the CDN url rewriting if you don’t want any of the other things W3 does.
The way pull zones work is that you assign a domain to MaxCDN (or they give you one but I usually like to have my own host names) and you configure MaxCDN with where the REAL pages are served from.
For example, I have cdn.webpagetest.org configured as a pull zone on MaxCDN that is configured to get it’s content from http://www.webpagetest.org/ - that way any content on webpagetest can be pulled from a CDN just by changing the url to refer to cdn.webpagetest.org instead of www.webpagetest.org.
When the browser requests http://cdn.webpagetest.org/js/jquery.min.js it goes to the closest MaxCDN server and if the server doesn’t already have it, it goes back to webpagetest and downloads it. It also handles sending it compressed back to the browser and keeps it local so the next time it is requested it can be served directly from the CDN (until the file expires).