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@StephenOstermiller I think you are referring to a question that is similar but for IBM Cloud Object Storage. I do not know if the procedure in the IBM article will work for Object Storage. The important thing is that the topic is appropriate here and not StackOverflow.
Thank you. I have set up Cloudflare but the domain is getting SSL errors. I assume I need to modify the Code Engine configuration to solve that. When I have that problem solved I will mark this as the answer.
For the benefit of others in the future, it might now be possible to transfer from GoDaddy and still maintain privacy. The thing that probably makes a difference is if the privacy service of the previous (current at the time) registrar forwards email sent to the account in the domain registration then it might be possible to do a transfer from them without disabling privacy.