Subdomain showing error

I added my site to Cloudflare and it is working well.
I also added a subdomain to the account. I added it as an A name and its status is orange.
Whereas the DNS of the primary domain is pointing to Cloudflare, the DNS of the custom domain is not - even though it was also added to the account.
What do I need to do to get the subdomain to point to Cloudflare as well?
It is registered at GoDaddy.
Thanks in advance.

Your custom record does exist, however you are redirecting to www.custom, which does not exist. You would need to remove that redirect.

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Thanks for your response.
I tried adding a redirect from www.custom to custom (without www) in htaccess but that didn’t help.
I then changed the URL of the site via WP settings to custom (without www) but that also didn’t help.
It is still down

Dont add one, remove the current one.

Is it OK to just add another A name record with www.custom?

It is, if you configure your webserver accordingly and purchase a $10/month certificate from Cloudflare.