Network Protocol Error with 3DS redirects

hi there!
We are experiencing a rather annoying problem with 3DSecure.
Some customers (almost 10%) get an network protocol error when returning from a successful authentication with their bank via our PSP.
All browsers seem concerned in conjunction with ad blockers or strict security preferences.
If we deactivate Cloudflare, the issue disappears.
We have tried to setup a rule but none of our attempts have succeeded so far.
Any thoughts or help would be greatly appreciated.

Are the DNS records proxied :orange: or :grey: (DNS-only) for your and at Cloudflare dashboard?

Before moving to Cloudflare, was your Website working over HTTPS connection?

May I ask what SSL option have you got selected under the SSL/TLS tab at Cloudflare dashboard for your domain ( Flexible, Full, Full Strict … )?

May I ask, which one or whate did you select for that Page Rule so far?

Hi fritex and thank you very much for your help!
DNS records are proxied.
Yes, the website was working over HTTPS connection before we moved to Cloudflare.
SSL/TLS encryption mode is full with SSL/TLS recommender on.
Current rule is set to:

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