Ok, thanks, this was a serious misconception of mine! (I deleted my last comment since the answer was already clear from your previous response.) All clear now, thanks for your explanation!

I have several domains. I use Cloudflare on them all, but don't have the CDN and performance features turned on for each of them. So I do know how Cloudflare works :) At my registrar, I am using Cloudflare's nameservers. For the moment, all my domains are setup at Cloudflare with the correct A records. But I am wondering if there is no possibility to exchange the A record (on domains that do not use the CDN ...) with a NS record. I don't see why it wouldn't be possible on domains where Cloudflare is only acting as the DNS provider.