Why not just check using a 3rd party website (https://mxtoolbox.com/dkim.aspx) or looking up the DKIM record in DNS:
For Office 365/Exchange Online tenants, they all use the same conventions.
If you know the domains they send as, it will always be:
selector1._domainkey.domain.com
selector2._domainkey.domain.com
That CNAME should resolve to the 365 DKIM record.
You can query those and of one of those resolves, then its setup and working