Cloudflare zone lockdown not working and not blocking

Hi,

I have created a new DNS record and edited it under DNS management to be Proxied.
So I understand now, that every access from the DNS goes through cloudflare.
Now, I added a zone lockdown and applied it to only IP of 1.1.1.1 (block everyone except 1.1.1.1)
xxxx.xxx.com/*
Now I’m sending post requests from different IPs to xxxx.xxx.com/api/....
and I get response 200 (OK).
How is it possible? why the rult not blocking it?