Cannot verify domain for Email Campaigns

Hello. I'm trying to update my DNS Settings, because if I don't apparently my emails will be marked as spam. But the Squarespace instructions do not match what I'm seeing on Namecheap.

First, somewhere on Squarespace it suggested I change the Namecheap nameservers to Squarespace nameservers, so now they point to squarespacedns.

Now that I want to set up emails, the instructions to set that up doesn't seem to match what Namecheap is showing me. I get stuck on Step 5. I have no ability to add a new record. I think it might be related to the nameserver switch.

Can anyone advise?