For caching, are you sure you’re generating enough traffic to benefit from it? Plus, CDN caching’s strength only really comes into play when the users are geographically distributed which isn’t really the case for most self hosters.
For DDoS check if your VPS host does DDoS protection. Some do and include it for free. I’ve been monitoring my server traffic lately. Since I’ve ditched Cloudflare, I haven’t needed DDoS protection.
You can still use Cloudflare DNS without redirecting traffic via their CDN. I do that.
The point about not revealing the IP address is a personal one it seems. I think it indeed does matter if that IP address is if your home, but not so much of it’s of a VPS in some data center. But anyway, this point seems personal.
However, everything is a trade off and everybody has a personal take on which trade off they want to take. When I was in a similar situation, I ditched CDN proxying via Cloudflare though I still kept them for DNS.
Very interesting project! However, I can’t help shake the feeling that whilst you pitch it as a platform for sharing DRM-free games, it will get used for sharing games against the licenses and wishes of publishers. I don’t really care about the publishers, but do you not think there is a great risk that once your app gets enough attention, it will draw their ire and force you to shut down? Perhaps not directly, but e.g., removing you from the windows store etc.