Before anything else, we'd always highly recommend sticking to the method used in the training which involves using Cloudflare. If you're not using Cloudflare to set up your Contact Reach CNAME Domain, you can skip going through this article. 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 actually entered your Contact Reach subdomain in your Contact Reach settings.
5. You haven't registered your custom domain yet in your Contact Reach settings.
Note: If you don't like using Cloudflare, and would still like to set up your Contact Reach CNAME Domain, please reach out to support and ask them for help. We'd always recommend the Cloudflare route, but we're still willing to provide some guidelines. The downside is we just can't always guarantee that it will work 100% and the process might be really long and pretty technical.