OK, a final followup to the move from Google Workspace to iCloud, I finally got this to work after figuring out the CNAME problem, but what happened is that the Netlify changes to the DNS would not take.
I discovered that when you are making lots of changes, Netlify does not properly update. So I had to delete the MX records and re-add them and then do the same with the TXT record with the SPF data and then I could check the dnschecker.org and spf-record.com and it finally worked.
Now in adding some Google workspaces, I discovered that one of our accounts said, it could not authenticate, so you have to go to an admin account and for that user turn off the authentication challenge. This only lasts for 10 minutes and it is hard to find, go to https://admin.google.com and then choose Users and then Security look for Advanced Protection, and turn it off