I use protonmail, and as part of my DKIM set up I created 3 CNAME records in line with their instructions.
I’ve repeated the setup (for steveellwood.co.uk) and DNS Checkers seem to show there is no CNAME record present. But I can see it on my Cloudflare dashboard…
Well, you didn’t say which records, so it’s not really possible to say much, but if you are talking about the default records, then these seem to be in place.