It’s hard to even start suggesting things, given the lack of useful information…
Maybe you can tell us which domain it is, so that at least the DNS entries can be checked for plausibility.
Note that in order to SPF to check you need to actually send from a server which is listed in your SPF record (sorry if I’m stating the obvious), and for DKIM you need to make sure that your server is actually signing your e-mails (the DNS part is just one half of the equation).
DMARC requires at least one of DKIM and SPF to check. But for SPF it actually looks at the header “From:” address instead of at the envelope From (aka Return-Path), which is what normally SPF checks.
It’s complicated (but not too much). Maybe you should ask your e-mail administrator.