Theres a few alternatives, but at a minimum yes you probably need their or a competitor's Name Servers and their public DNS. Rolling your own isn't very feasible.
DNS hosting is easy if you did want to roll your own, but everyone one does it, especially your registrar. The more sticky bits of Cloudflare are their cloud services, specifically compute (workers) and database and object storage, all wrapped up into a convenient product (Pages). Also their identity and VPN stuff. They've come a long way since just doing DDoS protection/being a CDN.