You should use only “Full (strict)” so Cloudflare checks your origin SSL certificate is valid. If changing to that causes a Cloudflare error page (usually 525/526) then there is a problem with the SSL certificate on your origin.
Thank you @sjr. I’ve updated it to Full (Strict) and updated the origin SSL certificate. I can see the ‘not secure’ message now only pertains to AVG Secure Browser.