but I get asked to Complete your nameserver setup since the nameservers do not point to Cloudflare anymore.
My domain is not listed with the previous registrar anymore and I seem to not be able to change NS from Cloudflare itself.
What are my options here?
Sorry about the issues here. This has been seen before with transfers, the old domain registrar seems to change the nameservers on the way out as it is transferred. Currently there is no way for you to change the nameservers so you will have to contact support and explain the situation.
To contact Cloudflare Customer Support, login & go to https://dash.cloudflare.com/?account=support and select get more help. Please give Support the complete details and link to your Community post. Here’s a bit of background on Cloudflare Support for reference: