Where to set my SFP record and DKIM record?

Previously I am using godaddy and using their DNS service to set my A record, mx record and SFP record. But currently transfer my domain to another registrar which does not provide such service.

I had subscribe one hosting account with cpanel (HOST1) and leverage on the DNS services, my domain NS pointing to this HOST1 NS,*

at cpanel's advance dns setting*
I set my A record, pointing my website to Microsoft Azure website,*
I am pointing my mx record to zoho

Question: I try to set the SPF record and DKIM in the cpanel, but according to the hosting provider, any SPF set and DKIM is not works if I set over there. I need to set at Zoho. While I check zoho tutorial, it mention that the SFP should be set at my hosting provider.

Can any one give me some direction on this? Thanks!

You set these at your hosting provider.

When your domain is set by nameservers to the servers of your webhosting provider you can set the DKIM and SPF record through the hosting contral panel of your hosting provider.

Maybe we can check your DNS settings if you provide us a screenshot in this topic.