I'm thinking out loud here.
- For the data directory, when creating a new bucket, this sets up everything else at Cloudflare seamlessly, and fills in the external data URL in XenForo to match. All good!
When choosing an existing bucket, nothing is set up at Cloudflare. At first I wondered if this was done on purpose, as it may be assuming that we already have everything else set up for the bucket. Yet when I tried it in a test, the domain for the data bucket would not populate in the list. (I thought this might be a way to temporarily disable routing everything to the R2 bucket, but even that doesn't make sense.)
Anyhow...when the data subdomain is set up at Cloudflare, it takes a little while for the new domain to propagate through the Internet. It only took about five minutes here at my location (just checked--all good!), but worldwide it might take a bit longer. I remember back in the 90s when a new domain would take an entire 24 hours before it became visible!
Tip--to greatly speed up copying the files, using the rclone flag
--transfers 20
(or other suitable number, for the number concurrent transfers) copied my data directory in only about 2½ minutes. All included, from the time I configured the bucket with automatic configuration, to the time the thumbnail images and avatars reappeared, it was only about a ten minute interruption at the most.
The forum is 100% set up with R2 now, and working with no issues.
EDIT (took me a couple of hours to "send" my reply): looks like it is solved in the next version.
Thanks again for everything
@digitalpoint!