Cname saving without domain

I attempting to connect the sumo.com app to my site.

The suggested cname entries are:
sumomail.execos.com
s1._domainkey.execos.com
s2._domainkey.execos.com

Upon saving each one, the revert to:
sumomail
s1._domainkey
s2._domainkey

cname flattening is turned on.

What am I doing wrong here?

Probably nothing. You are entering records in the excess.com domain, so the UI does not display that element of the record.

These are the results I see, so assuming whitelabel-30 is what sumo.com told you to do, you can just try and revalidate in their interface.

~ % dig cname +short sumomail.execos.com
whitelabel-30.sumomail.com.
~ % dig cname +short s1._domainkey.execos.com
s1.whitelabel-30.sumomail.com.
~ % dig cname +short s2._domainkey.execos.com
s2.whitelabel-30.sumomail.com.