There is more information about why is should be deleted here:
The issue you are experiencing is not relating to Netlify DNS because your domain is using Cloudflare for DNS. The issue here is an incorrect configuration at Cloudflare. I have the solution for this posted in another topic here:
I also have a second post in the same topic that has an example screenshot of what the correct setting look like here:
If there are follow-up questions, please ask them in the topic I have linked to above (the one with 128555 in the URL) as your issue the identical to the others in that topic.