Cloudflare Zero Trust allows users to register their own Single Sign On (SSO) provider by utilising the OpenID Connect Protocol
Login to Cloudflare Zero Trust Portal and open Settings > Authentiation > Add New
Select OpenID Connect and input the below values
Name: Authelia
App ID: authelia
Client Secret: <OIDC Secret>
Auth URL: https://auth.<domain-name>/api/oidc/authorization
Token URL: https://auth.<domain-name>/api/oidc/token
Certificate URL: https://auth.<domain-name>/jwks.json
Once Authelia is running and Cloudflare is enabled. Click Test and attempt to login