I have set up Cloudflare to redirect www.hanxue.co and the naked domain hanxue.co to my blog http://hanxue.blogspot.com - works without any problem.
When I change the subdomain to blog.hanxue.co, the redirect does not work. Here is my Cloudflare DNS settings:
This is the error I got when I visit the domain:
Note that changing the CNAME entry of
www and updating DNS settings at Blogger to www, works perfectly fine.
BLOGyou can't use
anything-you-want.example.comwithout informing Google. This is because at their servers they add the subdomain to their virtual host configuration. So please edit your question and include the screenshot of you adding the cname 'BLOG' during the setup of your custom domain.