During my research, I’ve found a few discussions about the same problem but I am not allowed to link them here.
But these users seemed to have problems when they try to move away from Shopify. I am not trying to move away from Shopify.
If you are not moving away then I can’t understand why Shopify aren’t the ones helping you resolve this. Cloudflare only intervene when Shopify so not correctly remove their configurations, they cannot help you with this I’m afraid.
It is a Shopify error and usually happens when they have a misconfigured store or something is broken. If a domain points to them but does not have anything configured them it returns this. It’s not a Cloudflare error.