Multilevel subdomain proxy works with Cloudflare pages but not on other hosting

I have both example.com and www.example.com setup with proxy pointing to an external hosting and they are working as expected. I tried to proxy sub.www.example.com and it doesn’t work (can’t establish secure connection), which is expected since universal SSL doesn’t go that deep. I found out that if I host the website on Cloudflare Pages the proxy actually works. Is there any particular setting that Cloudflare Pages does that make it work? Possible to do the same thing for external hosting solutions?

Cloudflare Pages is using SSL for SaaS, which generates a Custom Hostname certificate.

It doesn’t make much sense to try to set that up internally in a zone, and causes more problems than it solves, but you can use Advanced Certificate Manger to easily do this:

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