[Cloudflare pages] Failed creation of a custom domain

I am trying to migrate from Cloudflare workers to Cloudflare pages.
The initial setup were pretty easy (however I can see the entire solution is a little bit lagging behind the competition).

In order to complete the process I have to redirect the domain from the Cloudflare worker IP to the cloudflare *.pages.dev domain through out a CNAME record. Once it’s created with Pages UI I get the following info:

and in my DNS settiings I have this:

What should I do in order to make it work?

P.S. Also offtopic question. How can I turn off Acces Policy feature?

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