Three things people conflate.
THE REGISTRAR
Where the domain is registered. They hold the registration and tell the registry which nameservers to use.
You change nameservers at the registrar. Nothing else about DNS happens there.
THE NAMESERVERS
The servers that answer questions about your domain. They hold the zone.
Whoever runs your nameservers controls your DNS records.
THE ZONE
The collection of records for your domain: where the website is, where mail goes, and everything else.
It lives on whichever nameservers your domain points at.
WHY THE DISTINCTION MATTERS
If your nameservers are ours, edit records in cPanel. If they point at Cloudflare or another provider, edit records there. cPanel records are ignored.
Adding a record in the wrong place is the single most common DNS mistake.
HOW TO TELL WHICH
A WHOIS lookup on your domain shows the nameservers currently in use.
WHAT THIS MEANS FOR YOU
Registration and DNS can be with different companies, and frequently are.
Know where each lives, and record it.