Mostaq looking at your screenshot, it's fine to run whichever dns records you would like to via the Cloudflare proxy setting in Ezoic - this just means content is getting stored on Cloudflare's global CDN as well as Ezoic's, so it has advantages for site speed.
However to return to my colleague's message, if you were seeing any of the following error codes on your cpanel: 500, 520, access denied, 403, origin - it could indicate your host or a security tool is blocking requests coming from Ezoic and this would need further action - your host would need to whitelist Ezoic's Ips to stop the issue recurring (as sometimes these errors can be intermittent). This guide has the list of Ips they'd need: https://support.ezoic.com/kb/article/how-to-fix-origin-errors