Where to set my SFP record and DKIM record?

[Allen Fan]

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 zohoQuestion: 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?