I am quite sure the issue is NOT the DNS set-up, but Azure blocking outbound traffic on port 25: https://learn.microsoft.com/en-us/azure/virtual-network/troubleshoot-outbound-smtp-connectivity
Setting up SMTP DNS records for MailerSend
Hello, I have an Azure App which I am trying to set up MailerSend for to be able to use their API. To do so, they require setting up several DNS records for the domain. I have created an Azure DNS Zone for my app and added the required records and double and triple checked that they are named properly (both apex and specified names) and contain the requested values. But, on attempting to verify, it fails saying that the records do not match(thinking it just can't see the records altogether). Does anyone have experience setting up a 3rd party SMTP client this way? I'm not sure where to go from here.
For reference, the three records are a SPF TXT record, a DKIM TXT record, and a RETURN-PATH CNAME record.