I realized that the cache for rssnews.it is very slow. Can you check?
Which cache? It would seem this is a server issue where the server simply takes way too long to return a response.
It is an issue of your server
As you can see from the first entry in the list, the request took about twenty seconds to complete. You need to fix this on your server.
My guess based on a previous database error on your page - and thats just a guess - it might be related to the database you are using. Check that out but it could be something else too. In any case, that is a topic you should better take to something of the sort of StackExchange and alike.
One last thing, your server is not configured to serve your site on HTTPS. In that way you can never have a secure site, should that be important to you.
Thanks for the clarification. Just a question: if a user opens the page (even if the load takes 20 seconds) then in the next visit the page should be opened in cache and so the loading problem should be not seen?
Only if you also cache HTML, which Cloudflare by default does not. Also, the users need to go via the same Cloudflare datacentre.
I have set page rule as in this screenshot: https://prnt.sc/nocbkn
Pheraps I have made some mistakes?
Your www host redirects to your naked domain, which is not covered by your page rule. Change the page rule to
Generally, however, I’d strongly advise to fix the issue on the server and not use caching as workaround.