When setting up your domain with Cloudflare, be sure to switch the orange cloud under status to just DNS (greyed out).
Some DNS providers are limited in the configurations they provide (such as the one A Record limit). As an alternative, you can point your custom domain to a third-party DNS provider (like Cloudflare which offers a free option).
To point your Cloudflare domain to Webflow:
It can take up to 48 hours for your DNS settings to fully propagate.