@tgdtgd
There are cases of the error coming up but the setup still working fine but also cases when the setup is really broken.
To see which of the two you are experiencing:
1) Run a Page Speed and YSlow test.
2) Now go to your Cloudflare panel, click the "Gear shaped" button all to the right of the relevant website of yours. Select "Pause Cloudflare".
There are other ways (like using direct.your domain.com etc.) but this one is the easiest.
3) Repeat the tests. If they are worse, then you are just experiencing a message display issue. If they are the same, your setup is not working. You might try and create a new Cloudflare API key and enter that in W3 TC but there may be adverse consequences on your other websites at doing that. You'll have to put that API in each of them and some might stop working.