Proxied or DNS Only

I’m curious… what is the right setting for our DNS records?
Here’s the situation…

I am moving from Siteground to Flywheel.
Siteground doesn’t host domains only which is why I’m now on Cloudflare too.
I have moved all records to Cloudflare I believe so that I can use Cloudflare’s nameservers in Flywheel.
However, many records in Cloudflare say “proxied” automatically. I didn’t change this setting to DNS only until now as my websites were coming up with “too many redirects”… so I changed it to DNS only and it seems to have done the trick. However, is that what we want? Or is Siteground still hosting in some way where the websites won’t be hosted anymore once their hosting officially expires? I want to make sure everything is working properly independently with Cloudflare and Flywheel before I officially cancel Siteground.
Any help is so appreciated! Thank you so much!

If it helps… Flywheel also has a proxy already with Fastly CDN… so is that why I need to make it DNS only for my site to work? Then… is everything good and working independently of Siteground?

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