Error 1000 on a custom domain

I have a Cloudflare Pages site working at and I’m trying to add a custom domain for (which has a different DNS provider). I’ve created a CNAME to as required, but the pages dashboard says Inactive (Error) and the website itself gives Error 1000. I don’t understand why I’m seeing Error 1000 - I thought this only applied to zones proxied through Cloudflare, which this one isn’t?