CNAME only works using DNS only, not via Proxied

When I setup custom CNAME records, these don’t actually work or ‘show up’ worldwide on websites such as ‘’ as they are proxied locally and have the orange icon next to them.
The only way to actually make them work is by changing them to the grey icon, DNS only. But this leads to a warning.
Question : How do I use the proxy method (orange icon) for CNAME records so that they actually work?
I am on the free plan and this is purely for custom zone records and nothing to do with a website.
I have a feeling that something needs to be allowed on the domain?

You don’t. A proxied record will never be a CNAME, of course requests will still get proxied to that address though. If you require a CNAME you have to unproxy.

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