To set up SonicWall SPF and DKIM please follow the below steps:

SPF:

1. Login into your Admin Console that manages DNS for your domain.
2. Navigate to he configuration page where you can make changes to your DNS records.
3. Create a TXT record using some of the mechanisms to define the trusted sources allowed to relay email for your domain.

The Valid SPF records that need to be published are provided below:

 v=spf1 mx:messages.sonicwall.com -all

DKIM:

On firmware versions 9.1.x and newer, go to the Manage page then select Anti-Spoofing from the left menu.

Scroll down to the DKIM Settings and select Add Domain.

Add the domain and select the action to be taken on email from that domain and click Save.