I’ve found the reason for the ERR_CONNECTION_CLOSED:
Taken from Cloudflare:
You’re accessing a subdomain not covered by the Cloudflare-issued SSL certificate
Cloudflare-issued SSL certificates cover the root-level domain (eg- example.com) and one level of subdomains (eg- *.example.com). If you’re attempting to access a second level of subdomains (eg- ..example.com) through Cloudflare using the Cloudflare-issued certificate, a HTTP 403 error will be seen in the browser as these host names are not present on the certificate. If you need to have SSL working for these type of host names you would either need to purchase a Dedicated Certificate with Custom Hostnames through Cloudflare, purchase your own SSL cert and upload it to us as a Custom SSL Certificate or grey-cloud this DNS record so the traffic goes directly to your origin server.
I was using this subdomain: xn--nxa.community.makeroid.io and as you can see it has a double subdomain, which isn’t supported by Cloudflare Free plan
In order to support those subdomains it’s required a paid plan