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Unless you pay for CloudFlare’s Enterpise plan, you’re required to have them host your DNS zone, you can use a different registrar as long as you just point your NS records to Cloudflare.

Be aware that if you’re using Azure as your registrar, it’s (probably still) impossible to change your NS records to point to CloudFlare’s DNS server, at least it was for me about 6 months ago.

This also makes it impossible to transfer your domain to them either, as CloudFlare’s domain transfer flow requires you set your NS records to point to them before their interface shows a transfer option.

In our case we had to transfer to a different registrar, we used Namecheap.

However, transferring a domain from Azure was also a nightmare. Their UI doesn’t have any kind of transfer option, I eventually found an obscure document (not on their Learn website) which had an az command which would let you get a transfer code which I could give to Namecheap.

Then I had to wait over a week for the transfer timeout to occur because there is no way on Azure side that I could find to accept the transfer immediately.

I found CloudFlare’s way of building rules quite easy to use, different from Front Door but I’m not doing anything more complex than some redirects and reverse proxying.

I will say that Cloudflare’s UI is super fast, with Front Door I always found it painfully slow when trying to do any kind of configuration.

Cloudflare also doesn’t have the problem that Front Door has where it requires a manual process every 6 months or so to renew the APEX certificate.