If you are using them for the apex domain as well, then make sure you use their CNAME for the apex DNS record too and not A/AAAA records or the requests won’t pass through your account first for the redirect to work. You will also need to proxy the www record if you want those requests to use any Cloudflare settings in your account or show in your analytics.
Otherwise can you show a screenshot of your DNS records and Redirect Rule?
Support here is from other users. If you are on a Business or Enterprise plan you can use the Cloudflare chat support, but the fastest way to get it fixed is…