Wait a moment, this works and has worked for a very long time
You must follow the guide, in particular
long polling base url MUST be set correctly to the origin otherwise the message bus will not work right. You must also mixin the cloudflare template so it does not look like everyone is coming from the same IP which is a disaster.
I think it's fine to setup this way if you wish, but in general I prefer just to use cloudflare as a CDN endpoint and point the site at Discourse to avoid moving parts and a more complex setup for little gain.