Apex domains cannot have CNAME records.
Question and response
Question
dig y-v1.dkim.mail.microsoft. NS
Answer
y-v1.dkim.mail.microsoft. 1 NS ns4-81.azure-dns.info.
y-v1.dkim.mail.microsoft. 1 NS ns2-81.azure-dns.net.
y-v1.dkim.mail.microsoft. 1 NS ns1-81.azure-dns.com.
y-v1.dkim.mail.microsoft. 1 NS ns3-81.azure-dns.org.
Authority
The response has no authority records.
Additional
ns1-81.azure-dns.com. 3 A 150.171.10.81
ns2-81.azure-dns.net. 3 A 150.171.16.81
ns3-81.azure-dns.org. 3 A 13.107.222.81
ns4-81.azure-dns.info. 3 A 13.107.206.81
ns1-81.azure-dns.com. 3 AAAA 2603:1061:0:70:0:0:0:51
ns2-81.azure-dns.net. 3 AAAA 2620:1ec:8ec:70:0:0:0:51
ns3-81.azure-dns.org. 3 AAAA 2a01:111:4000:70:0:0:0:51
ns4-81.azure-dns.info. 3 AAAA 2620:1ec:bda:70:0:0:0:51
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0