Since early 2019 Shopify filters all of their traffic through Cloudflare and therefore it is unnecessary to do it yourself.

Due to the dynamic nature of both Shopify (shopping carts, logging in etc.) and also Funnel Buildr, you are advised NOT to double up as there have been a few reports of pages not functioning as expected.

For more information, see:

https://support.cloudflare.com/hc/en-us/articles/203464660-Using-Cloudflare-with-Shopify

In addition, there has been a feature called rocket loader which also needs to be turned off.