All seven record types are queried in parallel, straight from DNS, with a short timeout on each so a slow authoritative server cannot stall the page. A and AAAA are the IPv4 and IPv6 addresses the name resolves to; CNAME shows if the name is an alias; MX lists mail servers by priority; NS the servers authoritative for the zone; TXT the free-text records used for domain verification and email policy; and SOA the zone's primary server, contact and timers. A type with no records is shown as exactly that — it is only reported as an error when the lookup itself failed.
The email checks
Two TXT records decide whether mail from your domain is trusted. SPF is a v=spf1 record on the domain listing which servers may send as it. DMARC is a v=DMARC1 record at _dmarc.yourdomain telling receivers what to do when SPF or DKIM fails: p=none only reports, p=quarantine sends failures to spam, p=reject refuses them. Both are added as TXT records at your DNS host; the results explain what is missing and what a sensible value looks like.