It can really be frustrating when your custom domain doesn't work even though you thought you've already set it up.
Before anything else, we'd always highly recommend sticking to the method used in the training which involves using Cloudflare. Additionally, this article is inclined to what is used in the training as well.
Here are the most common reasons why your custom domain isn't working:
1. Your domain nameservers are not pointed to Cloudflare
You can go to DNSChecker.org to check if your domain already uses Cloudflare's nameservers.
If you're not seeing Cloudflare nameservers when checking your domain, you'll need to go back to your domain's DNS settings and make sure to use Cloudflare's nameservers. Cloudflare will provide those nameservers for you once you added your website/domain to your Cloudflare account.
2. Your SSL/TLS encryption is not set to Full or is only set to Flexible
Check your domain's SSL/TSL settings in your Cloudflare account and make sure it is set to Full.
3. Your CNAME Record's Proxy Status might be Disabled.
Make sure that this option is Enabled.
4. You haven't registered your custom domain in your Coupon Reach settings.
Note: If you don't like using Cloudflare, and would still like to set up your Coupon Reach subdomain, please reach out to support and ask for their help. Although we'd always recommend the Cloudflare route, we're still happy to provide some guidelines but the downside is we can't always guarantee that it will work and the process might be really long.