Apex domains cannot have CNAME records.
Question and response
Question
dig o365filtering.COM. NS
Answer
o365filtering.COM. 5 NS ns4-32.azure-dns.info.
o365filtering.COM. 5 NS ns1-32.azure-dns.COM.
o365filtering.COM. 5 NS ns2-32.azure-dns.net.
o365filtering.COM. 5 NS ns3-32.azure-dns.org.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0