Hi there!
I have a similar issue as described here Not being able to log into Plesk (redirect on the login page)
Using the IP address and port number 443 I can logon to my plesk CP but using the subdomain results in a loop/redirect. For this subdomain I have created a CNAME in Plesk. The entry is created in the zone of the main domain , mydomain.com. This CNAME entry, cp.mydomain.com then points to the IP address of the server. Plesk is secured by the certificate that was created in CF for this main zone.
In CF, the CNAME is proxied 