Please note that it can take up to a few hours for the CNAME validation record is correct. If you want us to check, can you please share the name of the record that Zoho is telling you to set up (not just the value)?
You can try to verify using their “html file” method. They give you a file named “verify.html”. Download it to your computer. Then go into your htdocs folder and create a folder name zohoverify and upload the verify.html file you downloaded. Then go back to zoho and try to verify again. I did it last night: