You can disable cloudflare's tls termination by setting the DNS record to DNS only. Be aware that this then bypasses their cdn, probably making things slower, and bypasses most of the security they put in place for you.
Other cdns may or may not do similar. It's hard to do WAF when you can't see the traffic.
Note that a registrar and a cdn are different things. It's possible to remain on cloud flare for your domain registration and DNS while using a different cdn.
This joke will just yield a permission denied error because the shell redirection is tried before the sudo.
It would be
echo 0.0.0.0 www.facebook.com | sudo tee -a /etc/hosts
instead.