As it turns out, it wasnt Cloudflare, it was being done on my server. Cloudflare support identified the issue. Thanks to Lee for helping over the weekend try and find a solution.
Does anyone know how to stop Cloudflare from blocking Bingbot?
If you have a site using cloudflare DNS then go here and see if it is being blocked. - https://httpstatus.io/
I have all my sites going through the free cloudflare account and they are being blocked.
I am aware it is a known issue...