@MariaFY I too was having a similar issue.
I removed the domain name from the Host/Host Name (i.e. '.domainname.org') in both the CNAMES and the TXT record you're trying to add for Constant Contact.
When you add those records in, apparently Squarespace automatically reads the root domain, so it isn't necessary to add the domain into the host value. The system would be reading it as 'ctct1._domainkey.domainname.org.domainname.org'
Once you remove the '.domainname.org', it may take up to 72 hours of propagation time for any new DNS settings to completely process and reflect throughout the web.