That looks like you made a request to port 80. Cloudflare is probably proxying to your server also on port 80, but Caddy is not there to listen, so the connection fails.
You can’t just change the port on your router without also changing Cloudflare (and changing how you make the request).
No, caddy trust is to set up trust for Caddy’s internal CA, it has nothing to do with Cloudflare.
See this article:
But again, I strong recommend having Caddy use ports 80 and 443, and moving away whatever other app you have using those ports, and then have Caddy proxy to that app instead. That way, Caddy can manage HTTPS for everything you want to serve, and it can continue to renew your certs.