Error 1000 by Cloudflare?

My static file proxy got an error sometime, saying:

Error 1000
DNS points to prohibited IP

I tried to tcpdump on port 80

And I found some header added by cloudflare:

Cloudflare might treat it infinitely loop, so I remove these headers on nginx:

Now, what caused it:

Here is how I get to these files:

Since I have that proxy on my VPS, it works like:

It IS a loop.

Error 1000 by Cloudflare? by @sskaje:

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