In any address. Most email services support + and a few support . as well.

Setting your nameservers is simply a requirement for Cloudflare. While they theoretically could work via CNAME – they don’t. On the other hand, their DNS is really nice and is free.

When you use their DNS, for each DNS record, you have the option to proxy traffic through Cloudflare. The proxy is what enables their CDN (and many other features such as forwarding, rewriting URLs, DDoS protection, automatic HTTPS certificates, and so on). It’s a simple on/off switch for each DNS record if you don’t want to proxy a particular host.

Hetzner (a popular European host) now has US locations and their pricing is really good. Look for hetzner.com - which is in English instead of hetzner.de, their native German site.