Office 365 Shows Cname error when verify - Proxied ON/OFF

Have a question. I added Cloudflare more than a year ago and today I checked my Office 365 settings, and I see it says:

I was wondering what was the issue and figured out when I turn off Proxied option in Cloudflare, those settings are get verified, become Green.

Is there a place where I can read more about Proxied option and Office 365 errors?

Should I keep it proxied? or should I use “DNS only” on Cloudflare at those settings so it gets verified inside Office 365?

Any other workaround?

Thank you.

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