Convertri and Cloudflare

I have a domain that is hosted on Bluehost but traffic it is being routed through Cloudflare name servers. I am trying to use a subdomain go.mydomainname.com to display a page from Convertri on my subdomain. I followed the steps to setup a CNAME in Cloudflare using go and pointing to custom.convertri.com as the parameters, since that is what Convertri stated I should do. I also have it proxied with the orange cloud checked, but I get this error when I try to verify

This domain isn’t currently configured correctly. This is usually because the nameservers aren’t pointed to the right place. Please check our guide on how to set up a custom domain which will run you through how to do it. (I used this guide)

Can anyone please advise what I can do?

It probably won’t verify if it’s set to :orange: . Set it to :grey: and wait 5 minutes and the try to verify. It could be looking for the CNAME, but an :orange: record gets converted to an A record.