I’ve switched nameservers for all my domains yesterday. During the past many years I’ve been free-riding on GratisDNS and enjoying their free DNS service (and luckily never needed support in their forums).
Yesterday I switched to Cloudflare and I’m using them for DNS for this (and other domains). I don’t have any particular requirements, and the switch was mostly easy and automated to the extent possible. Two domains went smooth, but the last my mahler.io domain went a stray a few hours during the switch.
CAA does not matter when switching DNS servers, but the DNSSEC does. As the name implies, DNSSEC is a DNS SECurity standard, and in the particular case, the DNSSEC records did not only exist at gratisdns, but also at NIC.io my DNS registrar for my dot io domain.
Only as the DNSSEC was removed at gratisdns - and nic.io - the transfer went through and everything was running smoothly at the Cloudflare DNS service.