Hi,
A few notes that may help 
It makes no real difference to the process which DNS provider (solution) you use (your own or third party, say CF).
I learned how to do it from these descriptions back in the day, it will help you too (SPF, DKIM, DMARC, BIMI):
(if you create an account (free plan), you get 25K / per month to manage DMARC reports - the descriptions are very clear and targeted)
These can be used to test when your setup is complete and the new DNS setting has propagated…