Your record hasn't propagated
Updating your DNS settings isn't an immediate process. There is generally some delay between the time you implement changes in your DNS settings and when they're available in the wild. You may simply need to wait for the changes to propagate out everywhere they need to.
Syntax Errors
If your domain management system is noting an error when adding the CNAME record, first check that you are adding the record as a CNAME. Also, check that the Host and Value entries match what the rezora team has provided.
You may also need to account for the next issue:
Domain Name Auto-Adding
Some domain hosts only need part of the domain key provided. For example, if add the CNAME record host as "rz._domainkey.example.com" and "rz._domainkey.example.com.example.com" shows afterward, update your record to "rz._domainkey"
Go to the setup guide:
or
Go to the DKIM step: