Just to add some more detail here; currently for any zone wishing to orange-cloud/proxy traffic to Shopify a flag needs to be set on the backend by a Cloudflare SE/CSE to enable what is referred to above, ‘Orange to Orange’… As this is a manual task and requires SE help, these setups have been reserved for Enterprise customers only.
In the coming months we will be removing this requirement allowing any zone to orange cloud/proxy traffic to Shopify providing they are setup as a valid Shopify customer with a URL validated within the Shopify control panel. Watch this space.