I’m fairly new at this, so I apologize if this is a silly question
Those don't exist, afaic.
Caveat: I am unsure if Cloudflare will let you use other nameservers or if you are required to use theirs. I do know that if you use their Tunnel/ZeroTrust, you have to use their nameservers, but you can buy a domain from anywhere.
Yes, you can self host your own DNS. Bind, PowerDNS, Pi-Hole + unbound, Technitium has emerged as a new favorite, so there are options. I think you can selfhost AdGuard DNS tho the blocking service is a paid tier.