Have you checked the NS servers of your domain to see if they are already set?
If the NS servers of your domain point to Cloudflare, but Cloudflare itself does not work, the error is in the direction of Cloudflare; otherwise in the direction of your registrar.
Depending on the domain extension, you can also do this directly with the publisher of the domain.
Example .de -> denic: https://webwhois.denic.de/