You do not need to make any changes to SPF, DKIM, or DMARC domain records for Nylas.
Those domain records are to allow email servers to have permission to send emails on behalf of a domain. Nylas does not actually send emails, but hands them off to the user's SMTP server for delivery. This ensures that existing domain records are used for maximum email deliverability. So no changes to these records are needed to use Nylas.
Other articles regarding email deliverability: