To compound the issue, that pop-window shows [random-key]._domainKey.[domain].com WITHOUT the trailing period, without which the world will append the domain name, again.
If you're going to include the domain name in the DKIM in your DNS, it needs to be followed by a period, or the assumption is it's short-hand.
[random-key]._domainKey (short hand, assumes domain name will be appended)
[random-key]._domainKey.[domain].com. (long-hand, complete DKIM declaration, note the trailing period)
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