A better way to implement something on Netlify is to have a site to deploy which uses a proxy e.g.
[[redirects]]
from = "/api/*"
to = "https://api.somewhere.com/v1/:splat"
status = 200
or function (especially if you wish to keep API keys secret), to access the backend API (that’s the A in JAMstack afterall.)
Simply using Netlify to proxy an entire site is a poor use of the service at best (have you read the Terms of Use Agreement by any chance?) Given the backend is running on Cloudflare you are proxying to another CDN—see [Support Guide] Why not proxy to Netlify? (though this is possiblly the reverse for you.)
In effect what you are doing is masking the URL of the backend. Some registrars (e.g. Namecheap) have URL Redirect Records which you can set as masked which is likely a better option.