Eu li sobre os Cloudflare Workers que foram adicionados recentemente. Contactei o suporte ontem e confirmou a minha suspeita de que este é o caminho a seguir:
Thanks for contacting Cloudflare support. My name is Damian and I will be looking into this ticket for you.
Cloudflare only supports enabling HSTS for the entire zone through our dashboard, if you would like to enable it for specific subdomains/hostnames you would need to either create the HSTS Header on your origin server or alternatively you can use edge workers to add the header to the response - https://developers.cloudflare.com/workers/about/how-workers-work/
Damian | Cloudflare Support Engineer Join the Cloudflare Community
Portanto, use Trabalhadores - mas verifique primeiro o faturamento - se ele atender às suas necessidades, porque não é gratuito: link