When I tried to install an App under Cloudflare Apps I usually encounter a gray area and it looks like Cloudflare hang-ups on the next step after I click the Install App.
Have you tried a different browser, a bigger window or a different machine?
I tried both Chrome and Firefox, but the result is still the same. I will try again using another browser.
I used another browser, Brave, but disable the Shield capability of it, and I was able to install an App.