It seems you were able to resolve this issue via the support case we provided. If you could Accept Answer that would help future community members. Here is a summary of that case:
Initially you were Unable to add custom domain from the portal. For which the required document and steps with screenshot was shared with you.
Also, you were getting error while adding a custom domain to Azure Blob Storage to deliver the static website and through call and screen sharing session solution was provided and the error was resolved.
Then when you were adding Azure static endpoint directly to your DNS zone on Cloudflare as a CNAME record, you were getting error, gave resolution and it worked.
Also provided Cloudflare proxy, and you could use the edge certificate to have HTTPS without having any errors and subdomain problem was solved.
If you still have questions, please let us know in the "comments" and we would be happy to help you. Comment is the fastest way of notifying the experts.
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