Hello there!
it seems like we activated this feature long time ago in one of our domains.
https://support.cloudflare.com/hc/en-us/articles/200168706-How-do-I-do-CNAME-setup-
Now we want to switch to CF DNS servers, but these don’t appear anymore in the DNS tab 
I want to remove this CNAME setup completely, current documentations isn’t clear, removing the TXT record from the current authority DNS servers is enough?
Thanks!
I’d recommend opening a ticket with support, login to Cloudflare and then contact Cloudflare Support and request that they convert your zone from a CNAME setup to Full. It’s a change that needs to be made by us and then you’ll need to make the nameserver change to prevent the zone from expiring/ being purged.
For a little context (and posterity for anyone else searching for this in future) if you signed up directly with us and previously enabled CNAME set up, you will need to open a support ticket as @cs-cf mentioned.
When we switch you back to Full set up you’ll then need to ensure all of your DNS records are present and correct in your DNS settings screen at Cloudflare (to avoid any DNS resolution issues when you switch to our NS), and once you’ve completed that you can then make the name server change.