You only have to have them be your domain's name servers. Domains can stay at another registrar. This is pretty risk-free. They didn't even used to be a registrar until recently and they don't support registering all tlds so this always worked.
You are missing the point. I do not want delegate the root of my domain. I want to delegate a subdomain, which is not possible without a paid account. Not to be confused with the registrar.
I just saw this. You're right I thought you were just concerned about giving control of your domain to cloudflare.