What error do you see at Cloudflare Firewall Events, if any appear?
Possible if so, your server IP would apper (you can add it and whitelist/allow/bypass it).
Can you be more specific? Does the scan even start?
There’s a Wordfence option in Tools → Diagnostics for “Start all scans remotely”. And there’s also an option to enable Debugging which should a verbose output in the scan window.