WPEngine Advanced Network and Cloudflare

Hello,
after upgrading my Wpengine to Advanced Networks i have some doubts regarding cinfiguring Cloudflare. As you know when you use AN you need to set DNS ONLY (gray icon) at Cloudflare in order to work since wpengine by default use Cloudflare etc. My question is can i use AN on WPEngine and DNS ONLY setting on CF with advanced CF configuration and options. Can i use paid services on CF (speed optimization, load balancers, caching etc) if i use AN on Wpengine? Or i need to downgrade my WPE to old legacy network and then i can use all nice CF features?

Thanks a lot!