Siteground and CloudFlare Activation

I am using SiteGround and their tools to setup a CloudFlare account. My domain is now active in CloudFlare and working. The next step in Siteground is to change the nameservers to CF ones and then ‘Activate CF’ using their tools. That produces an Error message which says I should deactivate and then delete my domain in CloudFlare.
I know there is an argument for managing security and caching via CF but frankly their tools are simpler for a newbie like me and its all in one place.
My question is if I do deactivate (Pause?) and then remove my domain at CF does that mean I also lose the CF nameservers? In which case I don’t see how the CF caching will work.
Just don’t want to screw things up.

You’ll be replacing your Cloudflare caching with Siteground’s Cloudflare caching.

Just follow which ever directions they give you, and check back with them if you run into any snags.