If I understand correctly, you had DNS records (such as MX) in GoDaddy but you do not see them in Netlify DNS?
As explained in [Support Guide] How do I migrate a domain to Netlify DNS with zero downtime?
IMPORTANT: You must copy all required DNS records to the Managed DNS service before changing the domain’s name servers to the Managed DNS server to avoid possible interruption of services.
DNS records aren’t copied in the process of setting up Netlify DNS. Any other records (such as MX) need entering manually.