xyzulu You need to enable DNSSEC at your domain registrar and domain DNS host. In your case I would suggest to do this via Cloudflare and your registrar. You are technically using Cloudflare for your DNS, not Enhance (though Enhance is pushing the records to the zones on Cloudflare).
Yep, noticed this week that a domain didn't updated changes in the DNS because we used for a domain the DNSSEC from Enhance and configured them to the domain register. That didn't work flawless and finally, that domain went offline..
I used the API of CloudFlare and thought it would be fine, but it wasn't.
Now I bumped into an issue, and had the DNSKEY manually set on the CloudFlare end. The Enhance API didn't like that and gave em an error until I removed the DNSKEY from CloudFlare.
The DNSKEY show in Enhance is not yet implented to sync with CloudFlare.