How to Set up a Custom Domain on Cloudflare for Digitalocean Spaces + CDN

I was following the documentation about how to add a custom subdomain as a CDN endpoint to DigitalOcean Spaces: docs.digitalocean.com/products/spaces/how-to/customize-cdn-endpoint/#add-a-custom-subdomain

The steps I took following this documentation were as follows:

1. I created a new DigitalOcean Spaces Bucket with enabled CDN.
2. I created a new SSL origin certificate in my Cloudflare settings for the subdomain that I want to use: cdn.domain.com
3. I added the new subdomain to my Spaces Bucket filling in the certificate information from Cloudflare.
4. I added a CNAME DNS record to Cloudflare to point the subdomain to the default CDN endpoint: cdn.domain.com > spacesbucket.cdn.digitaloceanspaces.com
5. I uploaded a file to the Spaces Bucket to test the configuration.

The result:

I can access the uploaded file via the default CDN endpoint, but I cannot do so via the subdomain endpoint.

I receive either a Cloudflare Error 1014: CNAME Cross-User Banned message or a cdn.notionunpacked.com’s DNS address could not be found. Diagnosing the problem. error message.

I tried turning the Cloudflare proxy status for the CNAME record off and on. It doesn’t work with either of these settings.