DKIM implementation

I want to implement DKIM for an Office 365 Exchange Online GoDaddy managed domainname. When I want to activate DKIM I get an error message indicating that I need to implement selector1 and selector2 CNAME DNS records first. However, looking at the DNS records at GODADDY, these records are present. Checking the records using MXTOOLBOX these DSN records are found and there are no problems associated with them. Questions: (1) Why is Office 365 not capable of finding the CNAME records and (2) how can I activate DKIM for GODADDY managed domains in Office 365 Exchange online?