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Mailgun suggests setting up email on a subdomain as best practice. However i'm only able to successfully set up Mailgun on my root domain via Cloudflare, using a subdomain as suggested (eg mg.mydomain.com) is not working.

With the subdomain mailgun has verified all the txt/mx/cname records. However Cloudflare has this message:

"An MX record was not found for your root domain. An MX record is required for mail to reach @amcc.io addresses."

I have seen instructions on having to set up an A record for the subdomain. I dont know what IP address this should point to. My plan with this domain is to use Cloudflare for all DNS and use various JAMstack services for hosting so can't set up a subdomain with a host easily.

Any hints on DNS settings for using a subdomain for mail purely through cloudflare would be gratefully received

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The key is that the hangup is with the root domain. "Root domain" refers to the bare 'domain.tld' version of your domain (as opposed to the 'www.domain.tld' version of it). Because third party hosts often use dynamic IP addressing for their sites and the IP address isn't available, using an A record for the root domain isn't always feasible. However, servers still need to know how to resolve for it before other records like MX make sense to them. So, as I said in Stack Overflow, I've started creating an additional CNAME record for the root domain, that sends traffic for @ to the same target as the www record does. It's a definite workaround but it's been working.

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