Hi James,
Try to add an extra CNAME record in your domain DNS setting,
make subdomain points (as alias) to your root domain.
mail.abc.com -> abc.com.
Below are my settins:
In CRM

In my domain DNS setting:

Result:

Try to confirm DNS for multiple times within 5-10 minutes.
You can add two more CNAME records for subdomain for harden email confirmation.
For example, in Email authentication keys for DKIM section,
it will generates such HOST and Value:
Host: namekey1._domainkey
Value: namekey1[subdomain][root domain].marketing.dynamics.com
So we should create 2 CNAME records for subdomain in following format:(append subdomain after namekey_domainkey)
namekey1_domainkey.email -> namekey1email.maoalexbest.marketing.dynamics.com
namekey2_domainkey.email -> namekey2email.maoalexbest.marketing.dynamics.com
Regards,
Clofly
Regards,
Clofly