I have created a custom challenge page to be used by cloudflare when specified countries hit the site. When those countries hit the site, they are prompted with the cloudflare default challenge page instead of the custom one I have set.
I believe the “Custom Pages” sections “Country Challenge” and “IP/Country Block” custom pages only work when done via the “IP access rules” section (logic for knowing if a firewall rule triggered based on the country would be very complex and error-prone). If you want the custom page to hit that block, you’ll need to use that method of challenging countries.