I ran into this same error message while using OpenWRT DDNS (specifically
ddns-scripts_cloudflare.com-v4). Not sure if this is your case.
The solution I found in my case was to specify the record to update (in
Domain field) in the following format:
I hope this is helpful.
Note: There is a secondary issue with the OpenWRT DDNS scripts: if the
Lookup Hostname is “orange-clouded” (i.e DNS proxied), then when the scripts query the record, they will get the proxied IP address (this will make the DDNS client think that it needs to update the address, when it likely does not need to).