Hi,
If you recently set up your DMARC record, it may take up to 48 hours for the DNS record to propagate. If it has been more than 48 hours since you set up the record, you can use a tool such as mxtoolbox.com to check if the record is valid.
You can enable the list unsubscribe header in Acymailing->Configuration->Mail Settings under the advanced settings.
Once you have activated the unsubscribe page, the grayed out "Use the site's header" option becomes available and allows you to display the unsubscribe page using your website's template.