Headers cause HTTP 520 Error

Hello,
adding following headers causes HTTP 520 Error, any ideas?
Note: It doesn’t occur always

add_header Cross-Origin-Opener-Policy: same-origin;
add_header Cross-Origin-Embedder-Policy: require-corp;
add_header Cross-Origin-Resource-Policy: same-site;

Maybe you need to allow Cloudflare within?

Could this article help a bit?:

From my point of view, if the headers you setup at Nginx and if they are returned from the server while using Cloudflare, the issue is by definition not coming from Cloudflare?
Due to 520 which would mean the error is actually comming from origin to Cloudflare which is why you see it?:

I mean, does anything changes when you Pause Cloudflare or temporarly switching from :orange: to :grey: cloud?