From the screenshot above, after you’ve successfully added them to the DNS tab of Cloudflare dashboard for your domain, make sure all of them are temporarly unproxied (DNS only) until the Squarespace verifies your domain in next 24-72 hours. Upon receiving the confirmation about the verification process, switch them to proxied .
Recent helpful case which contains more information and links:
About SSL from Squarespace and how to get it solved later: