Originally Posted by Brujah

Right, Cloudflare is certainly caching the pages and filtering the dns but not hosting the content. The caches expire regularly and Cloudflare retrieves them from HostGator. HostGator is hosting asianwench.com and www.asianwench.com, but not direct-connect.asianwench.com even though it is pointed to their IP.

Not that you'd need to but you can also confirm this is hosted at HostGator by editing your HOSTS file.
It resolves correctly to the page hosted at HostGator. You get the 404 because HostGator's configuration doesn't have 'direct-connect' added, but the webmaster can use the direct-connect entry for SSH or FTP or whatever.