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I noticed the theme was using a CDN for the KaTeX library. In context of security it may be preferable to have those libraries locally, from the same domain. I'm open to change this pull-request to work in another way (different variable name, another way of achieving the same result, etc.) if needed.
The patch adds a local_katex variable, which if set, will load the JS/CSS from the base URL. The user of the theme needs to place these files in the page source
static/
folder (so it's up to the owner of the site to control the version/files).