I've just switched my own site to Cloudflare and saw this issue. I think I've managed to fix it.
I have 2 domains, and want to use the root of one of these as the default. I.e. all traffic goes to here.
Firstly, the settings I'm using in Cloudflare are fairly simple:
1. DNS is 2 CNAMES, one (flattening) for the root, another for www. Both values are proxy-ssl.webflow.com.
2. Crypto SSL is Full (strict) - I didn't notice any differences between strict or not.
3. Auto rewrite HTTPS is on, again didn't impact results.
In Webflow, my site settings are, and these are pretty obvious:
SSL on, with both custom domains added, and the default being the root domain I want (make sure you publish after changing default).
So, to fix it, I simply turned the CNAMEs to DNS only in Cloudflare (the orange cloud). Up until this point, Webflow continuously reported the domains as unlinked in the hosting setup. As soon as I changed to DNS only, they were then linked and things worked. I could then set the default domain to my root and it all was fine.
Whats now strange, is that when I turned the DNS + Proxy back on in Cloudflare, the domains all seemed to continue working...but doing a refresh on the hosting page in Webflow, now shows all of the domains as unlinked...
It's been a few hours since I've resolved it now, so hopefully any delayed propagation has happened, and what I'm reporting is actually the truth.
Hope this helps in any way, good luck!