Anyone trying this with a 1and1-hosted domain, I've discovered that 1&1 don't allow underscores in their CNAME entries, but the iCloud DKIM string includes one. It seems that people have been asking them to rectify this since at least 2018, so I'm not holding my breath for them to change this any time soon.
It looks like I'm going to have to change my domain hosting company, maybe to LCN.co.uk as I have a couple of domains with them already, but I don't want to go through the process and cost of transferring only to find it won't work with them either.
Before I do, has anyone managed to set this up with 1&1?
Edit: Having just been on a chat with 1&1 CS, they've told me they don't even support DKIM records. Time to find a new host!