Setup router to send traffic via ZeroTrust gateway

Additional information

I don’t know/other

What is the issue you’re encountering

How to setup a router to forward traffic to Cloudflare Gateway?

What steps have you taken to resolve the issue?

I have been using Cloudflare ZeroTrust gateway for quite a while.
And I am sure I had it setup so my router (Unify UDM Pro) would forward all traffic to the CF Gateway.
However, over time both CF ZeroTrust UI and Unifi OS UI have changed quite a bit.
Now, I cannot find in the CF documentation anymore what to do to configure the router to send all traffic via the CF Gateway so the Network/HTTP policies are applied. At least there should be some kind of IP which I then have to configure in the UDM Pro WAN gateway I assume. I have gone through load of docs like this Gateway policies · Cloudflare Zero Trust docs but it’s all about configuring the SWG but not how to use it.