If you share the domain you're working with I can check internally to see what the errors are, but in general
On your domain registrar you need to set the Nameservers (NS Records). These determine where websites will look for every other record, including CNAME and A
So if your nameservers are still on the default from your registrar, then you should set the CNAME and A record with them
If you set the name servers to Vercel's (in the dashboard we call this "Enable Vercel DNS"), then those are the only records you need to set on your registrar. The rest must be set on Vercel
You can check your domain at this site to see where its Nameservers are currently pointing
https://dnschecker.org/#NS