Alex here from Shopify's support team.
Good news - this is a pretty easy fix! What you'll need to do in this situation is add Shopify's SPF record to the TXT record in your custom domain settings.
The SPF record is
v=spf1 include:shops.shopify.com ~all
I hope this helps! There's some more information here, if you want to read up on it! Let me know if you have any other questions.