I just had this happen with three different accounts. I moved them between servers with the transfer tool, and the SPF and DKIM records didn't get updated. These servers are on a DNS cluster. I also got these notices, which I think could be related to the problem:
I did run the tool to recreate the SPF and DKIM serverwide, and the SPF got fixed but the DKIM not. I had to go in manually into each account's email deliverability section.
Needless to say, the DNS cluster is working fine and changes are getting pushed, but the nameservers are not on this server. So I don't know what the transfer tool is expecting here.This system is not authoritative for the zone “DOMAIN”.
Make “NAMESERVER1” and “NAMESERVER2” resolve to this server.
I did run the tool to recreate the SPF and DKIM serverwide, and the SPF got fixed but the DKIM not. I had to go in manually into each account's email deliverability section.