How to stop Cloudflare from redirecting my subdomain to the main domain?

I bought my domain from Cloudflare
I can’t find any subdomain setup tutorial on Cloudflare that purchased the domain from Cloudflare.
I have two websites on the same server (ubuntu with nginx).
One: mydomain.com
Two: Sub.mydomain.com
I set up my cloudflare dns record
cname Sub.mydomain.com points to my ddns
like my domain name
I set up two domains in a different folder
all folders install Wordpress individually

Unless you have created a Page Rule or Redirect Rule in Cloudflare to do so, Cloudflare isn’t redirecting. Depending on how you have configured the DNS and your server, it’s likely being done by your origin server.

If you can give the domain and subdomain, then it’s easier to see what is happening.

Solved it
Can’t I set up my domain and subdomain WordPress sites on the same nginx server together?
I need to install wordpress multisite. and set cloudflare to * to the server. Also, add the server name *.mydomain.com etc. in mydomain’s nginx conf. now I can set up multiple subdomains on wordpress

I just learned two weeks for web host. it is painful.