This is from the CloudFlare help area:
https://support.cloudflare.com/hc/en-us/articles/200169556-How-can-I-tell-if-Cloudflare-is-caching-my-site-or-a-specific-file-
All your files earlier failed this test( the same test I showed you above). I checked more than your jpeg file, and they all failed that test. Also CloudFlare (at least the one you manage from CloudFlare, all use HTTP/2, not 1.1. HTTP/2 will give you a huge bump in performance once CloudFlare has cached your files.
He is right in that the score card (x) will not count CloudFlare as a CDN provider for these files. I donât think you care about score card ratings, but the performance of your site. I donât think CloudFlare is working on your site.
You could try to âturn it offâ on your cPanel and see if the server names change. As I said, I have never used the cPanel option. The free account is so easy to set up that always the way I have done it.