Sorry to say, but the documentation is poor and or suggestive.

for Verification:

Tried to add a TXT record at my domain registrar but failed, then i learn i have to do at my webhost..?

Then now the MX records, did it via the webhost, but also need to do via domain registrar. ?

Same for DKIM / SPF ?

To be sure do both, or makes it invalid then ?