Oh Mailchimp was telling me I need to set the A record but I’m guessing that’s not actually required for what I’m wanting to do, pretty new to DNS things…
Also, @SteveLewisZA, if you want an in-depth explanation for that error, it can be found here:
I unlocked those records for this custom domain so (if you do decide to do so) you can delete the NETLIFY/NETLIFYv6 records now if you want to. (You don’t have to but it is possible now if you choose.)