Question
Why is my subdomain's CNAME record not propagating with CloudFlare?
Answer
This is quite common but is usually fixed by changing the CNAME status from orange to the grey cloud option.
In the screenshot, it's set to the orange cloud icon. This is CloudFlare's default setting:
Clicking on the orange cloud icon should turn it to grey:

After making the change, it may take some time to propagate through depending on Cloudflare’s system and your TTL value (Time To Live). You can check your subdomain in the link below to see if the CNAME record has fully propagated: http://mxtoolbox.com/CNAMELookup.aspx
1 Comments
You also have to turn off CNAME flattening. Hopefully this will be something that Zendesk will fix to allow Cloudflare users to keep CNAME flattening on (it's useful for some other purposes).
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