"Script Error" is what you see in the console when the browser hides the precise origin of an error. This happens when the error occurs in a script hosted on a different domain than the site and it is there for security reasons. Unfortunately, FullStory can't give you any further context than what is passed to us so you may sometimes see "Script Error" in the FullStory console.
This post does a pretty good job of explaining the issue. Fixing this requires the hosting site (e.g., your CDN) to add the header to the script response:
And the script tag to add crossorigin="anonymous", like this:
<script src="http://thirdparty.com/script.js" crossorigin="anonymous"></script>