It’s better than most VPNs, but the amount of Cloudflare challenges I get is really annoying.

It’s a little weird because Apple has device attestation which is run via Cloudflare and Fastly. You’d think that would get you around the challenges, but that doesn’t seem to happen.

Presumably Cloudflare's answer to that would be to use Cloudflare warp. (i.e. they're not a neutral party.)