CloudFlare not turned on for subdomain
You have not turned CloudFlare on for the subdomain. CloudFlare ‘on’ is indicated by an orange cloud, rather than gray cloud. You want to toggle the cloud to orange in your control panel next to the subdomain.
You can test the subdomain by running the following command in a *nix terminal:
where output with cdn.cloudflare.net indicates that traffic is traveling through CloudFlare's network