If you used Cloudflare for your name server, and if you want to have Sub-domain you need to add two A records on your Cloudflare.
Type | Name | Content | TTL | Proxy status |
A | sub.domain.com | 11.11.11.11 | Auto | DNS only (Gray color) |
A | www.sub.domain.com | 11.11.11.11 | Auto | DNS only (Gray color) |