Hi, custom certificates (including Cloudflare Origin) are supported. The error you are experiencing is DirectAdmin was unable to autodetect for which hostname the certificate is meant to be uploaded. This is a known issue and will be fixed in the next release.
As for now, you can work around this by first creating a self signed certificate for the domain and then replacing it with Cloudflare Origin one.
Note that when replacing, you will have to check "Allow invalid certificate" checkbox. This is needed because the certificate is only trusted by Cloudflare and not DirectAdmin.