WPEngine supports full DMARC compliance.
Contact WPEngine support for DKIM configuration.
Add 'include:sendgrid.net' and 'include:mailgun.org' to your SPF record. WPEngine uses either SendGrid or Mailgun, depending on the types of emails being sent. As including the whole ranges of companies like SendGrid and Mailgun authorizes much more than you actually need, feel free to contact WPEngine support requesting a reduced list of IPs to include opposed to whole networks.