I asked about dev mode just to see if anything on your WP Rocket using the Cloudflare API works.
I wish there were an easy way to capture what command WP Rocket is sending, which makes me wonder how WP Rocket could have investigated and concluded it’s a Cloudflare issue. The Cloudflare API is pretty rock solid, and there would be a lot of people complaining if the API for Purge Everything wasn’t working.
From your Cloudflare Dashboard, does the Audit Log at the top show any errors? I’m not sure if it catches errors or not.
Does WP Rocket have a debug mode that might show the command being sent?