GoDaddy DNS Conflicts
The information provided causes direct conflicts with the way GoDaddy handles DNS. Since you mention GoDaddy on your page, it would be VERY helpful to make special notes regarding GoDaddy's conventions. I've wasted 5 days trying to get connected.
GoDaddy does not allow the use of the domain name (***.com) in DNS records. The @ sign always replaces the domain name. When the domain name is the end of a hostname parameter, it should be omitted (k1.domainkey.xxxcom should be k1.domainkey).
Lastly, the use of the CNAME host parameter "email" conflicts with their system, and MX records may also cause problems with mail delivery.
Derek R Iannelli-Smith commented
Thank you for this Joey, I too have been going round and round with this. GoDaddy blames the vendor, the vendor blames GoDaddy. Perhaps it might be best to say... "GoDaddy is NOT compatible" or both of these vendors (MailGun & GoDaddy) need to hash this out....