I created an SSL Certificate through AWS Certificate Manager. Then added the CNAME records to Cloudflare. AWS performed a DNS lookup for your CNAME record which resulted in no response, meaning that the CNAME record for DNS validation still cannot be resolved. They also say records are resolving to some default A-records on Cloudflare.
I was looking at this post: Unable to verify CNAME record
in which Sandro has provided a suggestion which seemed to help. But this link , https://support.cloudflare.com/hc/en-us/articles/360019093151, says the CNAMES should be proxied.