Cloudflare doesn’t proxy email protocols unless you are using Cloudflare Spectrum. You need to ensure that the hostname in your MX records is always directly accessible from the public internet. An edge MX host will not work with Cloudflare Tunnel or proxy.
Also just to confirm so I cannot use proxy to protect my mail server. Are there other options where I can add some protection for free using cloudflare for my self hosted mail box?
That is an excellent question. You certainly can proxy your webmail. It should be running on HTTPS to allow mailbox access over the web, and is not normally used by any email protocols.
Protecting your email server is not something Cloudflare offers on the Free plan.
What is the minimum plan on which I can get Email server protection from cloudflare? What is that service called and if any existing blogposts or video you can share will be very helpful, thanks!
You will need an Enterprise plan to use Cloudflare Spectrum with email. While all Enterprise pricing is custom, and therefore not published, it is safe to say that you could easily pay for a quality hosted email service, a spam filtering solution, a paid DMARC monitoring service, and still have thousands left over each month when compared with what you will spend on Spectrum with an Enterprise agreement.
You can protect yourself a whole lot cheaper by simply not running your mailserver on your webserver.