What is the name of the domain?
What is the issue you’re encountering
PTR Records for MX IP Addresses
Welcome to the Cloudflare Community. 
It is not something that you can manage using Cloudflare. Such entries need to be created in the corresponding in-addr.arpa child zone. This zone is typically managed by the network operator that holds the allocation from the RIR (ARIN, RIPE, etc). Like the message in your screenshot indicates, you will need to contact the ISP that manages those IPs to request any desired PTR records.
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