Records nobody else backs up.
WHY THIS MATTERS
No hosting backup includes DNS records held at an external provider.
Lose access to that provider, or have a zone deleted, and the records must be reconstructed from memory.
WHAT TO DO
Export the zone. Most providers offer this, producing a zone file.
For cPanel-hosted DNS, a full account backup includes the zone.
WHERE TO KEEP IT
With your site documentation, off the hosting account.
HOW OFTEN
After any change, and annually as a check.
Records change rarely, so this is not a burden.
WHAT THE FILE CONTAINS
Every record with its type, name, value and TTL.
It can be imported to recreate the zone elsewhere.
WHAT IT DOES NOT CONTAIN
Provider-specific configuration: proxy states at Cloudflare, page rules, or anything beyond DNS.
Note those separately.
THE SCENARIO THIS COVERS
A zone deleted in error, an account you lose access to, or a hurried move to another provider.
Ten minutes, once, covering a situation that would otherwise take hours to reconstruct.