I'm the person designing this UX and yes, we plan to make quite clear/explicit the option of putting your private key in China. By default, keys will remain outside the country.

Re your comments on user education: if you'd like to learn more about our current UI, I encourage you to sign up for a free account at https://www.cloudflare.com/a/sign-up.

And if you encounter any experiences you feel are not sufficiently clear, I hope that you'll submit specific suggestions to me here: [email protected].