@trucmuche2005 What I wanted you to confirm was whether DKIM is added by the mail server, which it probably is. If your Cpanel has an option to enable DKIM then that is probably the case.
Can you look at one of the emails sent by phplist to see what the mail server software is? For example one of my emails has
Received: from host109-149-16-75.range109-149.btcentralplus.com ([109.149.16.75]:52270 helo=[192.168.1.73]) by artemis.krystal.co.uk with esmtpsa (TLSv1.2:ECDHE-RSA-AES128-GCM-SHA256:128) (Exim 4.91) (envelope-from <xxxxxx@dcameron.me.uk>) id 1glyyg-0006KI-IR; Tue, 22 Jan 2019 16:32:42 +0000
From this I can see that the mail server is Exim version 4.91.