messaging.microsoft.com has no NS records.
NS records for this zone are defined at microsoft.com.
NS records for this zone are defined at microsoft.com.
Question and response
Question
dig messaging.microsoft.com. NS
Answer
The response has no answer records.
Authority
microsoft.com. 300 SOA ns1-39.azure-dns.com. azuredns-hostmaster.microsoft.com. 1 3600 300 2419200 300
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0