Why doesn't the CNAME record of my subdomain propagate with CloudFlare?
This is quite common but is usually fixed by changing the CNAME status from orange to the grey cloud option.
In the screenshot below, the setting is represented by the orange cloud icon. This is CloudFlare's default setting:
Click the orange cloud icon to turn it into grey:
After making the change, it may take some time to propagate depending on Cloudflare’s system and your TTL value (Time To Live). To check if the CNAME record of your subdomain has fully propagated, see the MxToolbox page: CNAME Lookup.
For more information, see the article: Digitally signing your email with DKIM