Apex domains cannot have CNAME records.
Question and response
Question
dig ghld99f3f5.use4.send.mailgun.net. NS
Answer
ghld99f3f5.use4.send.mailgun.net. 5 NS ns-cloud-a2.googledomains.com.
ghld99f3f5.use4.send.mailgun.net. 5 NS ns-cloud-a3.googledomains.com.
ghld99f3f5.use4.send.mailgun.net. 5 NS ns-cloud-a4.googledomains.com.
ghld99f3f5.use4.send.mailgun.net. 5 NS ns-cloud-a1.googledomains.com.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0