Short answer
HubSpot's KB: DNS changes take time to propagate. Enter host(name) values without the domain, since some DNS providers append it and create a duplicated root domain. Check with tools like Dig. The DKIM CNAME records follow the DKIM protocol.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
A duplicated root domain in the host field is the error to look for first.
3. Related
Connecting a sending domain and DMARC.