Ok, mate, then I’m not quite sure what the problem is anymore.
The message above proves that requests are served from bind - check
You’ve added the missing mail-related records at your registrar so that should work - check
If you want to host the DNS yourself, I found this from the FAQ on Alibaba’s website:
If you do this and enable the DNS feature for the virtual server again it should work.
Remember to also have ns1/ns2 A records and NS records for the domains you would want to host.
But I think you could just as well continue to use Alibaba, as far as I can see they use anycast so it will most likely be way faster than anything you could set up yourself.