Google Cloud DNS - add a CNAME to another domain?

I can't add a CNAME to another domain - why and how can I fix?

My zone name is myapp.com. To add automated email security re spam, SendGrid (provider) wants me to add 3 CNAME records of the format:

 - mail.myapp.com             a123.b456.sendgrid.net
 - s1._domainkey.myapp.com    s1.domainkey.a123.b456.sendgrid.net
 - s2._domainkey.myapp.com    s2.domainkey.a123.b456.sendgrid.net

I can't do this. There is no error, the create button just does not work. I can however create CNAME records to my own domain.

Am I breaking the DNS rules or is this a Google Cloud limitation??

EDIT: Screen shot added.

Redacted parts are all myapp.com except the last two which is the SendGrid code. "Respond" is my subdomain. The existing CNAME is just a test to show I can add CNAMEs.

Answer

Ahh, I see the problem.

MX and CNAME records of the same name cannot exist within the same zone. You'll need to rename one of them.