You need to ask Cloudflare that. The error says that the certificate chain installed by Cloudflare is not complete. Cloudflare should be able to confirm and fix this (or explain why the check you did there is invalid).
This is an entirely different issue. This is not the SSL from Cloudflare which is not working, but the SSL from the hosting service. This is a known issue, I’ve just published a post with more information about this: