I just added my domain yesterday to evaluate this system and now my FTP credentials through Filezilla to my hosting location does not work. I host with GoDaddy and did the nameservers change yesterday and now I have this problem.
You could still use Cloudflare, you simply cant connect with FTP via the proxies. Either you use an unproxied record or the IP address instead. Another - way pricier - option would be an Enterprise plan which would also support more than just HTTP.
Of course, another provider which supports FTP is also an option.