Using Ecwid for my Domain

Hello
Im using Ecwid for my online store. They are asking me to connect my domain so that my Primary domain is used. Since switching to Cloudflare its reverted back to their default XXXXXX.company.site domain and isnt using my real domain. In their help guide they want me to add DNS listings inside cloudflare and for A as well as CNAME however for the A Name record, They want me to change from proxy to DNS only.

I am worried in doing this it will stop my Cloudflare protection?
here is there link https://support.ecwid.com/hc/en-us/articles/360015081080-Connecting-Cloudflare-domain-to-Ecwid-Instant-Site

Is there a way for me to avoid this? or to at least forward the URL with masking so my customers only see my Domain?

Thanks

Would something like this work?

Have 2 sets of records one for validation and one for the actual cname?
Im confused.

Hello anyone?

It looks like you’re out of luck. Ecwid says no proxying through Cloudflare.