Subdomains's server IPs address could not be found error after changing name server to cloudflare

HI everyone,
I changed the name servers to my wordpress domain (I use Hostgator) to the cloudflare name servers. It worked great except that none of the subdomains work.
Do you know what I’m supposed to do? Is it a glitch or do I have to change something on each domain’s database maybe?
Thanks!