We're also experiencing this issues on R80.20 for pornography sites hosted on cloudflare. HTTPS categorization is enabled, but the site is not recognized under HTTPS. We opened a TAC case for another customer on R80.10 with this issue also, and the only viable solution is to enable HTTPS Inspection based on sk121532.
Our policy it's configured to block uncategorized and porn sites; however since the site on HTTPS returns cloudflare certificate, the connection is allowed on second instance:
Here is the DNS Query for the site:
You can check the alternate names on the site to get other porn sites that are hosted under the same cloudflare certificate; also not blocked.