A name server is the service that actually answers DNS questions for a domain: what its A record is, its CNAME entries, its TXT records. By default, that is the registrar you bought the domain from. Point the domain's nameservers somewhere else, at Cloudflare or a web host's own DNS, and the registrar stops answering for it entirely.
A record added in the wrong place, the registrar's panel when the nameservers point elsewhere, does nothing. Finding out where the zone actually lives is the first thing to check when a record "isn't working."
For how to find your domain's real nameservers, see connect a domain you already own.