I have added headers and values on Rules - Transform Rules - Modify Response Header.
Still added headers not there. I check with https://securityheaders.com/
Was the site working with SSL prior to adding it to Cloudflare?
May I ask if you’ve tried to use “Set Static” instead of “Add”, since some other option(s) might interfere with this before delivering this to the end-visitor of your Website?
I can see it’s a HIT; meaning you’re caching the HTML as well either with a Page Rule Cache Everything or other way?
May I ask what’s your settings under the SSL/TLS → Edge Certificates for HSTS?
Unless you proxy the record, anything you set in Cloudflare can’t be applied to requests to your site. If your host won’t work when the site is proxied, then you’ll need to add the headers at your origin.