Just to confirm i currently have added it in the Cloudflare as this is where i manage dns records and despite the nameserver is with cloudflare it should be added to my domain registrar. unless i bring the domain to cloudflare. Correct!
Added what in Cloudflare? You would only add a DS record in your Cloudflare zone to create a secure delegation to a child zone. Just follow the directions I linked and you should have what you need.