Windows - cloudflared as a service (starts on user login) for DoH don't work

I have followed this guide: https://developers.cloudflare.com/1.1.1.1/dns-over-https/cloudflared-proxy/ for setup DNS over HTTPS Client on my Windows 10 desktop.

```
C:\WINDOWS\system32>where cloudflared
C:\cloudflared-stable-windows-amd64\cloudflared.exe

C:\WINDOWS\system32>cloudflared --version
cloudflared version 2018.10.3 (built 2018-10-10-2045 UTC)

C:\WINDOWS\system32>cloudflared proxy-dns
INFO[0000] Applied configuration from C:\Users\Arnaud\.cloudflared\config.yml
INFO[0000] Adding DNS upstream url="https://1.1.1.1/dns-query"
INFO[0000] Adding DNS upstream url="https://1.0.0.1/dns-query"
INFO[0000] Starting metrics server addr="127.0.0.1:58086"
INFO[0000] Starting DNS over HTTPS proxy server addr="dns://localhost:53"

C:\WINDOWS\system32>cloudflared service install
INFO[0000] Applied configuration from C:\Users\Arnaud\.cloudflared\config.yml
INFO[0000] Installing Argo Tunnel Windows service
INFO[0000] Argo Tunnel agent service is installed

C:\WINDOWS\system32>sc start cloudflared

SERVICE_NAME: cloudflared
TYPE : 10 WIN32_OWN_PROCESS
STATE : 2 START_PENDING
(NOT_STOPPABLE, NOT_PAUSABLE, IGNORES_SHUTDOWN)
WIN32_EXIT_CODE : 0 (0x0)
SERVICE_EXIT_CODE : 0 (0x0)
CHECKPOINT : 0x0
WAIT_HINT : 0x0
PID : 13248
FLAGS :

```

**cloudflared.exe** is installed to **C:\cloudflared-stable-windows-amd64** and `C:\cloudflared-stable-windows-amd64` is added as environment variable of `Path`.
I execute these commands from cmd.exe run as Administrator.

My `config.yml` is in `%UserProfile%/.cloudflared`:
```
proxy-dns: true
proxy-dns-upstream:
- https://1.1.1.1/dns-query
- https://1.0.0.1/dns-query
```

`cloudflared proxy-dns` work as expected I launched WSL (Ubuntu 18.04) and do `dig +short @127.0.0.1 cloudflare.com AAAA`:
```
oxynux@oxynux-desktop:~$ dig +short @127.0.0.1 cloudflare.com AAAA
2400:cb00:2048:1::c629:d7a2
2400:cb00:2048:1::c629:d6a2
```

But after `sc start cloudflared` the service don't start at all and `dig +short @127.0.0.1 cloudflare.com AAAA` don't work:
```
C:\WINDOWS\system32>sc query cloudflared

SERVICE_NAME: cloudflared
TYPE : 10 WIN32_OWN_PROCESS
STATE : 1 STOPPED
WIN32_EXIT_CODE : 1066 (0x42a)
SERVICE_EXIT_CODE : 1 (0x1)
CHECKPOINT : 0x0
WAIT_HINT : 0x0

```
```
oxynux@oxynux-desktop:~$ dig +short @127.0.0.1 cloudflare.com AAAA
;; connection timed out; no servers could be reached
```

How can I work around this and configure cloudflared to starts on user login on Windows ?