You cannot change the nameservers of a domain registered with Cloudflare Registrar as using Cloudflare requires using those nameservers. This is indicated at the time the domain is purchased or transfered.
Normally you can use the Cloudflare DNS to point to your hosting using A/AAAA/CNAME records so you can ask for those from your host (click the “or try connecting with a DNS A record” link in your screenshot).
If they really do need you to change the nameservers you will need to transfer the domain out of Cloudflare to another registrar.