I've found that my support email addresses show SPF & DNS warnings, in spite of the fact that I am using the Google Connector for each address.
As a user, I do not want to see any DNS errors or DNS / SPF related tips for email addresses which are using the Google Connector because it is confusing & may raise concerns for future team mates.
I have verified that these errors are not applicable by:
"Note: If you use the Google Connector to enable automatic ticket creation, you do not need to set up an SPF or CNAME to allow Zendesk to send email on your behalf."
2. contacting Zendesk support