If you see an error message that indicates that DNS records are not found, then it could be that you didn't add records correctly into your host panel.
You can check which records are added by testing your domain on DNS testing tool.
Check your records at DomainKeys website:
Make sure that you are entering this value into the search box: mg._domainkey.yourdomain.com
If you see "No TXT record found for mg._domainkey.yourdomain.com", and you have added the records, please check your TTL value. It means “time to live” and it is a number of seconds for DNS server to check your records. By decreasing this value, records will distribute faster.
If records cannot be allocated, you need to contact your website or DNS administrator for additional information.
Note: You can check our support article “Common Mistakes In Email Authentication“ for additional information about domain authentication issues.
When you have checked everything, and it looks like everything is correct from your side, please contact us at firstname.lastname@example.org and send us your domain name and screenshot from your host panel where we can see records added to investigate given situation.