Update: After enabling Origins-Pulls in Cflare, I was able to install Wayne, but the problem losing Joomla session remains. If I refresh the page I get logged out - Joomla session is gone as I navigate in the backend – and when gone in the backend, I also lose my frontend session (same login) - no visible errors in the browser's console (devtools).
If I login only in the backend and I visit, say 10 different pages (backend), when I click System > Global Config > I get logged out again. Session = 90 min, Shared-session (tried both Y/N)