Mailgun is telling me to set up a TXT record for mg.mydomain.com with a value of v=spf1 ... plus a CNAME record for email.mg.mydomain.com with value mailgun.org.
I did that, and mailgun verified my domain no problem. The issue is when I send emails, certain receiving mail servers are rejecting my emails with message "Sender address rejected: Domain not found". I'm pretty sure this is because "mg.mydomain.com" doesn't exist -- I don't have a CNAME for it. However, I can't create a CNAME for it because it's already used for the TXT record.
So now I don't know what to do. Can I put this v=spf1 thing in a different TXT record so that I can free up the mg. CNAME, so that sender-verification will work on these picky servers?
It appears the missing ingredient is an A record for mg.mydomain.com
A
mg.mydomain.com. A nnn.nnn.nnn.nnn:
If email.mg.mydomain.com CNAME is in the same DNS zone as mydomain.com, mg.mydomain.com, etc. and there's an A record with the ip pointing back to the hostname then setting up the CNAME, TXT, and MX records should be straightforward:
CNAME
email.mg.mydomain.com. CNAME mailgun.org.
TXT
mydomain.com. TXT v=spf1 a include:mailgun.org ~all
(optional for receiving)
MX
mydomain.com. MX mxa.mailgun.org.
mydomain.com. MX mxb.mailgun.org.
来源：https://stackoverflow.com/questions/33313684/how-to-configure-dns-for-mailgun-with-same-txt-and-cname