I’m assuming this is the OVH cloud computing company we’re talking about.
So, when you say you’re using CNAME and A records, you’re not really redirecting the website, rather you’re pointing it to Netlify website so that DNS resolves somewhere. This has no real impact on SEO as this is a fundamental thing that almost all websites need.
However, note I said ‘real’ impact. It is because, when you point your domain somewhere, the speed of that server will impact your website’s SEO as search engines prefer fast websites.