For those trying to proxy your traffic through Cloudflare and are also using Blogger.com/ Blogspot.com to host your website you may find some issues with the HTTPS redirects and general loading of your HTTPS on your website.
This follows some of the posts that I have seen on the Cloudflare Community page on "Custom domain with blogger not working".
I recommend setting up the redirect on Cloudflare.com, so that Cloudflare's edge locations will do the redirecting effort, rather than you needing the visitor to send a request back to your origin as part of the redirect work.
So here's a few things that I did to have this work.