Using CF with domain and site on different hosts

I switched from GoDaddy to SiteGround. I have my domain name ( still on GoDaddy and will probably keep it there for the time being. I have changed the nameservers on GoDaddy to the Cloudflare servers, but I get an error in the SiteGround admin that my domain is not pointing to the site, and shows me two server names to use.

My site is working properly from what I can tell. Is there a step I am missing that would remove the alert in SiteGround?

Thanks in advance!

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