I think I had similar sorts of problems. Reverse proxy redirecting to internal url - Help - Caddy Community
The only way I could get it initially working was setting the Cloudflare http header to the caddy reverse proxy name. But after 24 hours or so it would start redirecting me to the internal proxy name - which might be fine for you, it was not what I wanted.
I ended up reverting to using the http names from cloudflare as the tunnel is therre to do it’s job, and it’s theoretically handling the SSL as well. The only bit I’m not getting is encryption from CF to my service - meansing tehcnically they can read the traffic.