DMARC with Mailgun.

Verify the domain

• Add the SPF record or include mechanism supplied for the sending domain.
• Publish the DKIM key or keys shown for that domain.
• Allow DNS caches and Mailgun verification checks time to update.
• Use a From domain that aligns with the verified sending identity.

Do not confuse receiving records

Mailgun can also provide MX and tracking records. Those have operational purposes but do not replace the need for an aligned SPF or DKIM identifier in sent mail.

Check DKIM rotation

More than one selector can appear during key rotation. Confirm the selector used on current messages resolves and produces an aligned passing signature.