You are unable to use DKIM signing in the client net portal for 3rd party domains while sending on their behalf.
Email Security.cloud
When using a Third-party domains option in the client net portal as shown below, This will allow ESS clients to send on behalf of the registered domains. However, when it comes to DKIM signing outbound emails, this feature is not yet available for the current version.
Note : An enhancement request is in progress and It should be available for all ESS customers soon. For any queries related to this option, We recommend that you contact Support to get more Information.