My question is,
Does adding many DNS records slowdown a website (even in milliseconds)?
You can see the CNAME record verify.bing.com is not so important - Giving higher TTL value will make them in cache right?
or
(Automatic TTL) Proxied, is the better one for speed?
First of all, you dont need to care about every millisecond
Second, it really doesnt matter in this context. If you care about every millisecond you probably want to avoid the proxy and as you probably dont need to “protect” Microsoft’s infrastructure, it might be the best choice to keep that record . But again, it doesnt matter.