Could not resolve host after setting up Cloud Connector

I've added Cloud Connector rule to a new vanilla Cloudflare account. I'm connecting to a bucket which is accessible over the web, my MX records are working and the nameservers are correct in the WHOIS. I've never used Cloud Connector before.

So the goal is to connect to foobar-static.s3-website-ap-southeast-2.amazonaws.com. The rule deploys without error and says it will "auto configure" but I just get:
$ curl -I https://foobar.com
curl: (6) Could not resolve host: www.foobar.com

The documentation is thin. Wouldn't I need to be adding some DNS as well, or at a pinch some bucket ACLs? I did try a www CNAME record to the bucket, but i seem unable to produce any different response.
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