Hi Rafael Carinha,
Thanks for reaching out to Microsoft Q&A.
This error is from MongoDB, not from ADF or Azure DMS. There is a previously solved answer including one from MongoDB community forum which can help you resolve this.
https://www.mongodb.com/community/forums/t/atlas-serverless-and-dns-txt-record/117967/9
Please Upvote and Accept as answer if the reply was helpful, this will be benefitting the other community members who go through the same issue.