Thanks for the feedback.
I’m a copy and paste guy and my searches for how to set-up CF didn’t help much. I’ve attached tow images. The one for “highdesertdata” is the result of of adding a new site to CF and the resulting DNS entries. Notice the “*” in the first CNAME line.
The other image for “newmexicodomains”, I just winged it and deleted the entry with the “*” and that resulted in CF presenting it’s challenge.
Which leaves me wondering, should there be two entries for the CNAME? And if so, I’m not sure what to replace the “*” with.
Also, for the MX record, I’m not sure what to change the entry to so that it is proxied.