ConvertKit supports full DMARC compliance.
For DKIM configuration, please visit: https://help.convertkit.com/en/articles/2502558-using-a-verified-domain-for-email-sending
Add 'include:mailgun.org' to your SPF record. For more information, please visit: https://help.convertkit.com/en/articles/2502558-using-a-verified-domain-for-email-sending