I don't think cloudflare supports such a configuration.
The DNS is part of the load balancing, they serve different IPs based on location of the DNS query.
Edit: Apparently they do support a CNAME configuration if you pay for one of their business plans. That gives you the option to quickly switch away (if your TTL is low enough) but will impact performance by having to fetch the CNAME every 60 seconds.
Does cloudflare actually do geo-loadbalancing via DNS A records now? For years they only did anycast, unlike, say, Akamai, which hands out different IPs for each POP.
Actually, I'm not sure if they do any DNS geo-loadbalancing. I've seen it report different IPs from different locations at times, but that could be something else.
But I'm pretty sure they use DNS do other loadbalancing and DDoS mitigations.
For example, if a site is under attack, they can send it to different IP addresses to keep it away from other sites. Or if someone is directly targeting a cloudlflare IP with a DDoS, they can redirect all sites to other IPs and just blackhole that IP.
The DNS is part of the load balancing, they serve different IPs based on location of the DNS query.
Edit: Apparently they do support a CNAME configuration if you pay for one of their business plans. That gives you the option to quickly switch away (if your TTL is low enough) but will impact performance by having to fetch the CNAME every 60 seconds.