Thanks for the update. As previously mentioned to address your question about SPF:
One of those 4 CNAME records we ask you to input will create a subdomain such as mailer123.yourdomain.com and we manage the SPF record on that so it passes the DMARC policy you set for yourdomain.com. So no additional SPF record needs to be setup or managed for yourdomain.com unless your other email providers (i.e. Klayvio, Google Workspace, etc.) require that you do.
Meaning since you’ve successfully authenticated through us, you have the correct SPF record needed to deploy your DMARC. So to clarify, there is no Shopify SPF record since we created a unique subdomain on your domain and manage the SPF record for that subdomain.
Hope this helps.