Please follow the below steps to set up the SPF and DKIM record for Zendesk:

SPF:

Zendesk uses their own domain by default when they send emails on your behalf. To create or edit an SPF record to reference Zendesk, it  recommends using the following SPF record:

v=spf1 include:mail.zendesk.com ~all

The SPF specification requires that you only have one SPF record on your domain. If you have multiple records, it may cause issues, and cause rejections of your email.

For example, instead of having two separate records, such as v=spf1 include:_spf.example.com ~all and v=spf1 include:mail.zendesk.com ~all, you can combine them into one, like this:

v=spf1 include:_spf.example.com include:mail.zendesk.com ~all

DKIM:

Zendesk uses two CNAME records as it rotates the keys for extra security. Publish the same for your domain in DNS.

1. Create a CNAME record with the following values:

        – In the host record name, enter:

zendesk1._domainkey.your_email_domain.com pointing to zendesk1._domainkey.zendesk.com

2. Create a second CNAME record with the following values:

        – In the host record name, enter:

zendesk2._domainkey.your_email_domain.com pointing to zendesk2._domainkey.zendesk.com

Enable DKIM signing in Zendesk:

        To enable DKIM signing for your custom domain in Zendesk’s control panel:

           – Click Manage and select Email from the channels category.
           – Scroll down to Custom Domain for DKIM and select the Enable.
           – Click Save.