Struggling with subdomain for storage share

Hi, I am setting up a storage share cloud for a non-profit organization.

I'm struggling with the subdomain. We already have a domain at another hoster, where we host our website. Let's call it example.de

I want to use cloud.example.de for our storageshare. I followed this tutorial: https://docs.hetzner.com/de/storage/storage-share/configuration/subdomain/

The steps when having the domain with hetzner are clearly described. For the case, that you have your domain with another hoster it only says:

"Create the corresponding CNAME entry according to the following scheme:"

cloud.example.de. IN CNAME nx*.your-storageshare.de.

Which I did in the zone setting of our other hoster. But whenever I try to configure the subdomain in the hetzner konsoleH I get an error.

Does anybody know if it is generally problematic to use a subdomain that is registered with a different hoster? Or should I keep trying it?

Thanks for reading and helping out.