What imbecile decided upon the changes made to access the DNS records that are required for setup if you host your DNS zone outside of Office 365?
You're documentation doesn't even come close to matching the process and is totally counter intuitive. Douchebag call out for whatever imbecile implemented these changes and never bothered to update the documenation.
If anyone else is having issues getting access to the DNS records required to setup your own outside of office 365 DNS zone after your domain is verified then do the following:
Select Management -> Domains
Select Your Verified Domain
Select Troubleshoot
Troubleshoot Domains: Check if your domain is configured properly
Select "I changed the DNS records at my provider more than 72 hours ago."
Click Next
BAM. All the DNS records you need to add into your zone are displayed.