Setting up Custom Domain, getting Cloudflare error

We have a website (example.co.uk) with an iframe which is sourced from a Salesforce Site. Depending on the browser privacy settings, third party cookies are not shared between the 2 domains (example.co.uk) and the iframe source (example.secure.force.com/portal). This is causing problems.

So the solution is to have a custom domain which is a subdomain of the website page (salesforce.example.co.uk). HTTPS is required and, of the 4 possible models, we are using this one - **A non-Salesforce host or service serves this domain over HTTPS**

We have added a DNS CNAME record to example.co.uk as follows -

salesforce. example.co.uk >>> salesforce.example.co.uk.00_org_id_etc.live.siteforce.com

I then setup a custom domain and url in Salesforce.

When I browse to salesforce.example.co.uk I get an error from CloudFlare. 'DNS points to prohibited IP'. This error page, though it contains a Cloudflare message, the favicon is the Salesforce cloud logo.

When I browse to salesforce.example.co.uk.00_org_id_etcmag.live.siteforce.com I get an error from CloudFlare. ‘DNS resolution error'.

Suggestions gratefully received.