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Yesterday I switched the nameservers for my website from NameCheap to CloudFlare so that I could take advantage of their CDN / HTTP/2 features.

Now I just made some changes to my website and tried reloading it, and I got the message "You do not have a CNAME set up for your domain."

As you can see from the image below, CloudFlare did seem to copy over the CNAME record correctly from NameCheap.

Note that the website did seem to reload correctly and does seem to work fine, even though this error showed up.

What should I do?

Right, sorry about the confusion. That's one of those errors that is technically correct, but you can ignore it. Because Cloudflare hide the fact that the actual location of your server is on PythonAnywhere (which is, of course, one of their security features) our system thinks that your DNS setup is incorrect -- there's no way it can distinguish between someone who's using Cloudflare and someone who's got the DNS setup wrong.

Anyway, so long as your site is showing what you expect, and it reloading when you ask it to, you can ignore the error -- it's informational only and won't block anything on our side from working.

Whenever I turn on the proxy (the Orange cloud icon), Nothing works. when I turn it off, the site works. After googling I found out Cloudflare flattens out the CNAME. I could have managed Cloudflare without proxy, but Chrome complains about Certificate error, making the site unusable, please, I need quick help. @glenn