Cloudflare Teams not authenticating as per policy

So I enabled CF Teams to secure our Wordpress Admin by creating a policy that will allow access to couple emails in allow. After policy was activated ourdomain.com/wp-admin/ have not authentication still? It opens WP login page and doesn’t ask for Authentication.
I followed tutorials for allow access. We are using CNAME flattening and its points to WPengine hosting with DNS only (grey) since we use their GES ( WP+CF) version.

Am I missing anything?

Thank you for help,

Rupi

This would be why. If you’re using someone else’s Cloudflare integration, none of your settings will take effect.