Those two things are mutually exclusive. Any domains purchased using Cloudflare registrar must use Cloudflare nameservers.
6.1 in the Domain Registration Agreement states that you cannot change the nameservers:
6.1 Nameservers . Registrant agrees to use Cloudflare’s nameservers. REGISTRANT ACKNOWLEDGES AND AGREES THAT IT MAY NOT CHANGE THE NAMESERVERS ON THE REGISTRAR SERVICES, AND THAT IT MUST TRANSFER TO A THIRD PARTY REGISTRAR IF IT WISHES TO CHANGE NAMESERVERS.
I initially added the domain as addon domain and redirected non www version (mysite . com) to the www version (www . mysite . com), meanwhile i only added A record for the non www version which then redirects to the www version and still doesn’t.
I fixed this by adding A record for the www version