Create a DNS record for the gateway address

Hello, I would like to create a personalized address to access the gateway, in Cloudflare’s own DNS.
I did it this way and it doesn’t work:
Type: Selected CNAME.
Name: dns.mydomain.com.
Target: Entered example.cloudflare-gateway.com.
TTL: I left it as “Auto”.
Proxy status: Proxy disabled (gray cloud icon).
Are there any cloudflare gateway restrictions?
Thank you very much

Your address can only be a subdomain of the hostname and Cloudflare automatically adds these when creating the gateway.

Hostname: Enter a hostname to use as your gateway, which has to be a subdomain of the current Cloudflare zone.

I was confused by the explanation, I just need to create a domain for my gateway from zero trust, example: 7jdu789.cloudflare-gateway.com I would like to customize this url, so that dns.mydomain.com and dns requests are redirected to 7jdu789.cloudflare- gateway.com.
thanks