Can’t get email working with iCloud

My domain points from Squarespace domains to Netlify.

I get the following error from Apple:

Check your SPF record

Make sure the settings that you updated on your domain registrar match the ones sent to you. If you just updated the information, try this again later. It can take up to 72 hours for your changes to take effect.

I’ve tried the chatbot. I’ve tried using quotes, not using quotes, using full stops and not using full stops. Does anything look wrong with the following?

Name
sig1._domainkey.electricphantoms.com

TTL
3600 seconds

Type
**CNAME**

Value
sig1.dkim.electricphantoms.com.at.icloudmailadmin.com.

----

Name
electricphantoms.com

TTL
3600 seconds

Type
MX

Priority
10

Value
mx01.mail.icloud.com.

----

Name
electricphantoms.com

TTL
3600 seconds

Type
MX

Priority
10

Value
mx02.mail.icloud.com.

----

Name
electricphantoms.com

TTL
3600 seconds

Type
TXT

Value
apple-domain=xxxxxxxxxxxxxxxx

----

Name
electricphantoms.com

TTL
3600 seconds

Type
TXT

Value
v=spf1 include:icloud.com ~all

I do see the records are propagated:

% dig CNAME sig1._domainkey.electricphantoms.com 
sig1._domainkey.electricphantoms.com. 3600 IN CNAME sig1.dkim.electricphantoms.com.at.icloudmailadmin.com.

% dig MX electricphantoms.com
electricphantoms.com.	3600	IN	MX	10 mx02.mail.icloud.com.
electricphantoms.com.	3600	IN	MX	10 mx01.mail.icloud.com.

% dig TXT electricphantoms.com
electricphantoms.com.	3600	IN	TXT	"v=spf1 include:icloud.com ~all"
electricphantoms.com.	3600	IN	TXT	"apple-domain=xxxxxxxxx"

I’m seeing the file names and values match exactly to what you provided as requirements as well.