If you are trying to activate the CDN Proxy feature and receiving an error message this could be caused by an existing Pull Zone that is already configured to map to the hostname you are trying to accelerate. Since hostnames are a unique map between a Pull Zone and a configuration file, we are only able to create a single entity of a hostname in our system.
To connect the domain through Bunny DNS, you will need to first delete the existing hostname from the connected Pull Zone.
Alternatively, you could consider using a Pull Zone (PZ) DNS record and connecting the DNS record directly to the existing Pull Zone.