I created a Custom Return Path and added the CNAME record to my DNS server.

The problem is that SPF is failing for the custom return path. I have "include:one.zoho.eu" in my SPF record which should cover all Zoho services, but apparently it doesn't include the IP address of the Campaign mailing server.

This is the error message I get from mail-tester.com:

It doesn't make sense to add that IP address to my SPF record because one.zoho.eu is supposed to include that.

I already emailed Zoho support, but didn't get a helpful response. Before you ask me, yes, DMARC and DKIM are all OK.

Can anyone help?