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First  time I was confused with custom DNS configuration  with dynadot.com . I was  also angry with them at support chat. Later On I discovered how to configure and get full dns server taste from dynadot.com Custom DNS.
I  am giving here an example of   a domain  named example.com registered with dynadot and  you have a server IP address  192.168.1.25.
Login to dynadot account and go to Manage Domains and select Custom DNS server then
First   A record:
Add  A Record  put IP address   192.168.1.25
Then  MX  Record  :
If  you want to  use mail server on the same IP  
Then Add MX  record like this
MX    distance(10,0 or whatever you like on Priority basis)   example.com

If  you want to  use mail server on the  different  IP  
Then Add MX  record like this
MX    distance(10,0 or whatever you like on Priority basis)   mail.example.com  and
Then  ad  SPF Record  
TXT       Your SPF record [ you can create SPF record From mxtoolbox.com]

Now  Subdomain Record   I am adding for www,different mail ip ,DMARC  and DKIM  keys
Add
www       A    192.168.1.25
mail        A   192.168.1.24
_dmarc   TXT    "dmarc Values"
_dkim_selector   TXT   " dkim values "

That's all . If you have further query  Please contact dynadot support.
Prepared by Md.Mesbahuddin Malik email address: mesbah.malik@gmail.com

The subdomain part made no sense to me, can you please explain it to me.