What is checked
Records: A, AAAA, CNAME, NS, MX, TXT, CAA and SOA. DNSSEC: whether the domain is signed and the signature is valid at a validating resolver"broken" means that validating resolvers no longer resolve the domain at all. Mail: SPF (with the number of DNS lookups, more than ten make SPF invalid), DMARC policy, DKIM under common selectors or your own, MTA-STS policy (fetched from mta-sts.your-domain) and TLS-RPT.
Finally we compare the answers of Cloudflare, Google and Quad9. If they differ, a change has usually not arrived everywhere yet, records have a lifetime (TTL) up to which resolvers may keep old answers.