I need help with wordpress and cloudflare

First I want to explain my application and then the problem.

I am creating a NAS server on my local network. I use zero trust tunnel to access externally.
On this server I’m running a wordpress application, a simple website.

1st problem: I’m not getting access via ftp, but I’m already looking for help in the zero trust area.

2nd problem: I’m trying to import settings/“Sample data” but I’m having problems.

I installed Wordpress using the domain that points to the tunnel. I can access normally, make posts, create pages and install plugins.
However, when using a “Sample Data” import tool, I get an error.
If I install Wordpress using my local address (eg, I can import data normally.
If I go to the settings, change the address to the domain that points to the tunnel, I get the error again.

Simply put, using the machine’s localhost or local ip works to import data.
Using domain, gives error.

Could anyone tell me what the problem is and how to solve it?