You will need to log into the Cloudflare account where the domain is registered to manage the DNS for it.
The message in your screenshot from Netlify is because ventus-advisory.com is proxied in Cloudflare so returns Cloudflare IP addresses instead of those for Netlify. If you want Netlify to be able to verifiy you are using their DNS records, set the DNS record in Cloudflare (in the correct account) to “DNS only”.
Did you return to the DNS page to turn off the proxy AFTER disabling the parking page and adding the Netlify record? Can you share a screenshot of your current DNS records with us?
And if you’re still seeing the aforementioned error message, can you share a screenshot showing this error message?