Apex domains cannot have CNAME records.
Question and response
Question
dig dkhm.dk. NS
Answer
dkhm.dk. 5 NS auth03.ns.dk-hostmaster.dk.
dkhm.dk. 5 NS auth01.ns.dk-hostmaster.dk.
dkhm.dk. 5 NS auth02.ns.dk-hostmaster.dk.
Authority
The response has no authority records.
Additional
auth01.ns.dk-hostmaster.dk. 5 A 193.163.102.11
auth02.ns.dk-hostmaster.dk. 5 A 193.163.102.24
auth03.ns.dk-hostmaster.dk. 5 A 130.226.213.139
auth01.ns.dk-hostmaster.dk. 5 AAAA 2a01:630:0:40:0:0:0:11
auth02.ns.dk-hostmaster.dk. 5 AAAA 2a01:630:0:40:0:0:0:24
auth03.ns.dk-hostmaster.dk. 5 AAAA 2001:878:0:e000:82:e2:d5:8b
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0