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.