This is literally the job of the CDN, so yes, you need to make sure that the correct end user IP is maintained through the request chain.
I’m guessing you haven’t done that, and all of the requests from the CDN are being tallied against the request rate limit of the CDN POPs rather than the end users.
You can see the CDN is returning the 429 here, but you’ll need to investigate your specific setup to determine who is making the decision to return that error (i.e. the proxy or the real server).