Font Awesome in X is not loaded from Font Awesome's server but it's coming from X which is hosted in your server and only the required font file will be loaded as it's called using
@font-face. With that said, essentially, the Font Awesome usage in X is already optimized.
If you want to modify the Font Awesome fonts, you can replace the font files in themes\x\framework\fonts\font_awesome. The fonts are called in the Stack's CSS but I won't recommend replacing them but if you do want to change or override them, you can look at the stack's CSS in the themes\x\framework\dist\css\site\stacks folder so for Ethos, open the ethos.css file.
Please just note that this is outside the scope of our support and requires web development knowledge which we do not provide and the method above is not update proof.
The best way is to replace font markup within X so that they won't use Font Awesome or they will use your own setup. I'll provide you with an example but please note that it would ultimately be your responsibility to override the theme and please let us be clear that we will not handle issues that will arise from this guide.
Here is the example. To override the Global Social Icon display, copy the
x_social_global function in social.php which is located in themes\x\framework\functions\frontend to your child theme's functions.php. Remove the
data-x-icon-b attributes. You might as well remove the icon classes as well like
That's just one area of the theme that calls Font Awesome. If you come across an area which uses FA, please learn from Theme Customization guide at https://theme.co/apex/forum/t/customizations-best-practices/205. Again, that requires web development knowledge. If you have custom development questions, please consult with a third party developer.
For Cornerstone or to avoid using Font Awesome in Cornerstone, you can try using this plugin: https://wordpress.org/plugins/cornerstone-custom-icons/
I'd also like to make it clear that it's not only X that loads Font Awesome. Most fonts in your screenshot are not from X. They're probably coming from third party plugins.
Hope that helps.