Right now when you create a new Cloudflare Access Policy, there are no checks or notices to inform the CF user that their intended hostname to be protected is not behind Cloudflare orange cloud proxy. If folks forget to orange cloud proxy the hostname in their DNS settings, then the intended hostname is not Access protected.
Suggestion, when creating a new Cloudflare Access Policy, during the save click stage, it should check to see if the intended hostname is behind CF Proxied orange cloud and warn or remind user that the intended hostname to be protected is not behind CF Proxied.