Content delivery networks may associate each WAN optimized network connection with a specific client-to-cloud-service connection using connection identifiers. When an edge node of a content delivery network receives or intercepts a network connection request from a client device including an auto-discovery indicator from an upstream WAN optimization module, the edge node stores a connection identifier for this network connection. The edge node sends a connection response back to the client device including an auto-discovery response indicator. In response, the WAN optimization module sends one or more inner connection setup messages including the connection identifier to a second WAN optimization module in the content delivery network to establish a direct connection, referred to as an inner connection. The connection identifier is matched with the previously stored connection identifier to associate an inner connection with the network connection between the client and the cloud service.