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Setting up DKIM with Office 365:
https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/use-dkim-to-validate-outbound-email?view=o365-worldwide#EnableDKIMinO365
It is fairly simple to start with, you just need access to your DNS to complete the setup.
I started logging into PowerShell and creating my DKIM keys, and after setting it up, I got my 2 selector keys that I added in DNS.
Then Enabled the DKIM and rotate the key to 2048.
I’m using KDMARC.com to verify that all goes as it should.
By default Office 365 uses the domain.onmicrosoft.com for keys, which doesn’t match the domain you send from.