is not very compatible with iCloud Private Relay in some cases

(The previous description of the problem was not quite accurate and has been re-edited) Traffic from Safari’s tracker is still going through iCloud Private Relay despite the message “Private Relay is not supported in this country or region” being displayed on iCloud Private Relay. Therefore, the site uses my VPN (because I set up a transparent proxy using OpenWrt), and the challenge [.] cloudflare[.] com goes through iCloud Private Relay. this causes manual authentication to load indefinitely and not pass.

I found that disabling “Restrict IP address tracking” in the Wi-Fi settings allows me to use it properly. How can I fix this problem? It seems that Cloudflare is not fully compatible with iCloud Private Relay.