After that domain check fails, you will have an app.yml generated in /var/discourse/containers. You can edit your subdomain manually into that file, as well as the other required info (like SMTP credentials and dev/admin email address). Then you will be able to rebuild, as the domain check is skipped. Not sure why it would fail with CF proxying disabled though, but you should at least be able to get past the bootstrap step by doing the above.