The error message is wrong. I’m sorry about that and will look into getting that fixed.
Please note that the DNS checks you see on the page are done by the client area, whereas the hosting platform itself also check your domain’s DNS when adding the domain. If the hosting platform cannot validate your domain name (either through the nameservers or through the CNAME records), you will see this error.
Judging by the client area checks, it looks like your domain name is setup correctly, so this is probably just DNS cache. Please try again later (a few hours should be enough) and it should work.