Currently, I have a domain with a web hoster that is connected to my Squarespace account. So far it works fine!
Is it possible that I so to say between the domain (web host) and Squarespace, Cloudflare interpose?
Domain (ext. Webhoster) <-> Cloudflare <-> Squarespace
If so, how? Which settings have to be made on the nameservers?
What exactly do you want from us? There are over 50 existing topics about Squarespace and Cloudflare. @sdayman referred you to the search to find those topics that probably already answer your question.
If they don’t, what specifically is your question?
OK, I’ll close this topic now then, as it does not seem to be going anywhere productive. If you have a specific question related to Cloudflare that is not answered in the search, please feel free to ask it.