Subdomain not working?

We have a domain and a subdomain which were added to Cloudflare a year ago and were working fine. Today we wanted to setup a webmail inbox on the subdomain for the first time. So we logged into Plesk and created the inbox, then added the following DNS records:
MX: eu.domain.com > mail.eu.domain.com
A: mail.eu > Plesk IP
CNAME: eu.domain.com > domain.com

But when we navigate to the webmail URL (roundcube) it says DNS_PROBE_FINISHED_NXDOMAIN. A free NS record checker site also says no NS records found. But that doesn’t make sense our website hosted on the main domain loads fine.

What could be the problem?

Yes on Cloudflare

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