As in, in the Cloudflare dashboard?
I’m suspecting that your old host either is a CF partner or has an API key attached to your account for record management - most likely the latter (since, otherwise, the hosts’ own UI would be used for DNS management).
Try following these steps:
- go to https://dash.cloudflare.com/profile/api-tokens and revoke all API tokens - this will prevent automated changes to your DNS settings
- on the same page as above, scroll to ‘API Keys’ and click ‘Change’ on the ‘Global API key’ to change your global API key.
After you do this, if the records stop changing themselves, then the problem was a rogue application (likely your hosting provider) changing the records for you.