When setting up a personal domain in Proton mail you need to do quite a bit of DNS configurations: MX records, SPF records, DKIM records and DMARC records.

When all is correct it looks like this

And since moving my DNS to CloudFlare, mine was not OK, and I was getting email from proton telling me how my DNS config was incorrect!

the solution

Make sure that all DNS records in CloudFlare are not proxied (i.e. are DNS only) as the, usually beneficial, intermediation of CloudFlare seems to make proton unhappy.

Something like this