I’m actually having this same issue.
We moved away from GitBook and did not have Proxy on since that would not work. We now moved to Docusaurus and whole thing is now on our own server. When I add A-record, it will just redirect to old GitBook which no longer exists. But when I remove the A-record, I get “Domain not fond” since it has no IP to connect. So this now kind of looks like issue on Cloudflare end?