Provide this information to your domain provider.

Connective has the following sending domains

mercury-mail.connective.com.au

mercury-notification.connective.com.au

mercury-marketing.connective.com.au

SPF needs to have include:mailgun.org added to the existing list if not already present

New CNAME records for DKIM:

pdk1._domainkey.your domain -> pdk1._domainkey.mercury-mail.connective.com.au

pdk2._domainkey.your domain -> pdk2._domainkey.mercury-mail.connective.com.au