To check your lead Unsubscribe reason you can create a smart list with filter "Unsubscribe Reason". This will give you a glimpse of why your lead has been marked unsubscribe.
Note: you cannot configure DKIM via Marketo. This has to be done via your IT/DNS person. For SPF and DKIM you can check Marketo documentation at Set up SPF and DKIM for your Email Deliverability - Marketo Docs - Product Docs
Great thank you for your help.