Your backend server (the one running the socket.io server) is returning a 403 - unauthorized
It looks like this may be because Socket.io has an “origin” setting where you specify the origins which are allowed to use your websocket server.
I found these posts on topic:
javascript - Have issues with socket io on backend connecting with my quasar app. Code 403(Forbidden) error with Socket io - Stack Overflow
websocket - Socket IO forbidden 403 - Stack Overflow
Either way, it seems the problem is with your origin web server, and not Cloudflare. It only shows on Cloudflare because your websocket server sees your website as an unauthorized origin.