CNAME record setup
If you are using CloudFront DNS service, CloudFront servers function as proxy for all of the created DNS records. CloudFlare's DDoS protection and CDN services are based on that.
If you would like to use G-Core Labs as your CDN provider, you need to disable the proxying in CloudFlare DNS settings by clicking on the cloud icon during the CNAME record creation.
Origin Pull Protocol setup
Due to the differences in our and CloudFlare's infrastructures, if you set HTTPS as your "Origin Pull Protocol", you are likely to start getting errors with a 502 response code.
To avoid that add the Change SNI Hostname option in the Security section or change the "Origin Pull Protocol" value to HTTP.