Can't receive email including Shopify's verification email

[IronStrikesIron]

We have a domain name registered elsewhere but with the nameservers set to Shopify. Our email is with the Domain Supplier.

We have the DNS records at Shopify apparently set up correctly as outside of Shopify, we can send/receive email with 3rd parties without issue.

But using a domain email address as the Shopify notification email, we never get the verification email from Shopify. We have set up the SPF record as per Shopify's support page

Can anyone supply a clue or something we can look at that may be causing the issue? Thanks!

[Ollie]

Hey @IronStrikesIron.
 
Thanks for reaching out. 
 
I appreciate the context that you have shared with us as that is very helpful! Do you happen to see that this custom domain is listed when you navigate to Settings > Domains, by any chance? 
 
If you happen to see any error messages when you navigate to the domain section in the settings - let me know as that would be very useful to understand what may be causing the issue.
 
Looking forward to your response.