Your DKIM still signs a Mailchimp domain, not yours
Until you complete custom domain authentication, Mailchimp signs campaigns with its own DKIM identity. Since the February 2024 Google and Yahoo bulk sender rules, anyone sending 5,000+ emails a day to those providers needs authentication aligned with the From domain, and unaligned DKIM gives Gmail nothing to build your reputation on. Add the two CNAMEs from Account & billing > Domains > Start authentication (typically k2._domainkey pointing to dkim2.mcsv.net and k3._domainkey to dkim3.mcsv.net). Validation usually finishes in minutes but can take up to 48 hours.