[DNS] Update index.mdx

Following case 01688018

Author: ngayerie

src/content/docs/dns/proxy-status/index.mdx

@@ -95,4 +95,10 @@ When an A, AAAA, or CNAME record is **DNS-only** — also known as being gray-cl
 
 In addition to potentially exposing your origin IP addresses to bad actors and [DDoS attacks](https://www.cloudflare.com/learning/ddos/what-is-a-ddos-attack/), leaving your records as **DNS-only** means that Cloudflare cannot [optimize, cache, and protect](/fundamentals/concepts/how-cloudflare-works/) requests to your application or provide analytics on those requests.
 
-<Render file="mix-proxied-and-unproxied" product="dns" />
+<Render file="mix-proxied-and-unproxied" product="dns" />
+
+## Verification records
+
+Service providers might require to create a DNS verification record, usually a TXT or CNAME record.
+In the case of a CNAME record, it needs to be set to DNS-only on the Cloudflare Dashboard: your service provider needs to be able to resolve this record to the value they've asked you to configure.
+As proxied records will return Cloudflare IPs, verification CNAME needs to be set to DNS-only.