Apex domains cannot have CNAME records.
Question and response
Question
dig _spf.eu.sparkpostmail.com. NS
Answer
_spf.eu.sparkpostmail.com. 5 NS ns-1735.awsdns-24.co.uk.
_spf.eu.sparkpostmail.com. 5 NS ns-1509.awsdns-60.org.
_spf.eu.sparkpostmail.com. 5 NS ns-69.awsdns-08.com.
_spf.eu.sparkpostmail.com. 5 NS ns-744.awsdns-29.net.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0