DKIM is typically CNAME. You will add a CNAME to your DNS subdomain that points to their DKIM records
This is similar to how 365 handles it:
Host name: selector1._domainkey Points to address or value: selector1-<customDomainIdentifier>._domainkey.<initialDomain> TTL: 3600
The magic is the selector - make sure its unique for that DNS zone:
https://ehloergosum.com/2019/08/02/selectors-the-magic-sauce-of-dkim/
You can create a DMARC record for the subdomain or let it use the root domain DMARC record. thats a TXT record