If you synchronise a domain from Enhance to CloudFlare, it is a one way process and will replace the current CloudFlare zone with the one in Enhance. When you select to synchronise a domain with CloudFlare, this is explained in a confirmation modal. If you are doing this with an existing domain and there are records in CloudFlare that you don't want to lose you can add those records to Enhance before syncing the domain with CloudFlare for the first time.
We have an open feature request to add an option to pull the existing records into Enhance before the initial sync. This may be possible in the future.