Hi,
two weeks ago I raised the question about Apple Pay domain verification. Now I have the payment feature implemented successfully on our website and it works. The most important thing to share is that you have to turn off the CF’s proxy while doing domain verification on apple developer’s back stage. But then you can turn CF’s proxy back on, Apple pay can work normally through CF’s proxy.
Just to share the result I found, however I do not understand the detailed mechanism. Hope this helps those who has the same concern.