Kosta yeah you're right, I think I got it working behind CF as long as I manually created the entries in CF. The caveat is you have to use a root domain, so you can like go buy stagingsites-yourbizname.com, then add that in your Enhance settings. Then when a staging site is setup, it will be like staging.stagingsites-yourbizname.com, and you have to manually make that entry in CF.
It doesnt work if you try using a subdomain for the staging domain, like you couldn't use staging.yourbizname.com. That gives SSL errors from what I can remember, because your sites would be stagingxyz.staging.yourbizname.com, and CF wouldn't cover that third level subdomain for SSL.