CAA only applies at time of issue. Its totally valid for your CAA records to not match the cert you are using, as long as CAA was ok at issue time.
Which it appears that it was not, at the time that cert was issued!
I have no idea if CAB have made CAA a requirement, but I presume not.
It has been since 2017 afaik https://archive.cabforum.org/pipermail/public/2017-March/009...
The spf records are also interesting, but I know nothing about their mail setup.
A new Gandi cert was just issued: https://crt.sh/?id=4630660228 Perhaps it just needs a kick, or it'll be fixed soon.