I searched and found no topics on Sharepoint Online and Cloudflare (But for the topic purposes, I'm opening from CF to CDNs in general). I'm looking into improving the SPO load times, so far reducing the amount of calls made on the site by outsourcing scripts, styles and media outside has greatly improved the performance but it still falls short to what the end user is looking for, and this should definitely not be part of a manual process.
To my surprise Microsoft has manuals on how to set up Cloudflare to be used as a CDN but no information or feedback from users actually using it. In theory it's great both improving speeds and security but I'm not into jumping with both legs just yet (Although it's cheap, it will require changes by infrastructure guys and time that I can't do and undo).
Have you had experience and reasons why you should or should not use SPO (or for that matters O365) with CDNs? And what to look for when considering one
PS: One of the "reviews" I found was from Collaboris from 2014 that as part of their setup for SP24 on Sharepoint they used among other services and 3rd party tools, Cloudflare, reducing I/O and amount of bandwidth required Source.