522 Timeout After setting DNS server to point to Cloudflare Pages

I have a working Cloudflare Pages website. I wanted to use a custom domain, I have had this domain bought from GoDaddy. Before, this domain was forwarding to a Looker Studio dashboard.

I removed the forwarding rule and added Cloudflare’s nameservers. Then I added the custom domain in my Cloudflare page. I keep getting 522 and Cloudflare’s error page, I have no idea what I did wrong.

I asked GoDaddy they told me that the issue is either Hosting or Domain DNS. Both are with Cloudflare so it is purely issue with Cloudflare only. Any idea how to fix this so that my custom domain start going to my Cloudflare Page app?

What is the domain?