Hi Michael,
First, I’d like to know what subscription of Office 365 you are using, based on what you can choose from the following links about DNS setup for Office 365 services to setup your DNS records.
For professionals and small businesses:
>Work with domain names and DNS records in Office 365
>Use SharePoint Online on a custom domain together with other services
For enterprises:
>Add your domain to Office 365 but continue to manage your domain's DNS records
Thanks,
Nancy Xie