Creating a CNAME record for non-cloudflare subdomain and pointing to a Cloudflare subdomain

Hello Community,
We are a SaaS company and we want to provide domain / subdomain customisation for white labelling purposes. In this way, our clients can access our SaaS platform through their private subdomain/domain. Our workflow is :
1- Creating an “A” record like copmany1 (content= Saas IP) in cloudflare
2- Asking our client to create a CNAME like pointing to (Above “A” Record)
The issue arises when our client’s DNS is not on CloudFlare and they get Error 1001

Ray ID: 5f318b82eda5fe64
However when their DNS is on CloudFlare this problem doesn’t exist.

Is this something that CloudFlare doesn’t support at the moment?
Regards, any help is appreciated

This feature requires a Business or Enterprise plan.

Thanks for your reply.

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