Themes

Google Fonts are always downloaded from the Google CDN. (Not only in Moodle)

The only way to avoid it would be downloading the  Google Fonts pack (they are available in Github) to select the font you need. So this is not an option.

We have a task to add a custom font manually. Then you could download and install any font available (not only Googlr Fonts). But still in the To Do list.