Forward a request coming to my CDN to another server

I’m trying to play Instagram Video assets. The challenge is the videos are expirable. They expire every N mins.

I’m brainstorming a solution where I set up my Cloudflare CDN which forwards the incoming requests to the original server (Instagram in this case), caches the video at CDN, and then keeps serving it without the need to request Instagram again. I don’t want to download the videos and keep them in my s3 bucket.

I’m brainstorming a possible solution. How can I achieve the same via Cloudflare workers??