Using the instructions supplied by Squarespace, you will be tempted to include the A records in the Subdomain section. WRONG! If you do this, your settings will be rejected and you will get an error message complaining about the @ sign.
What worked for me:
Under the Domain Records area: Do NOT include a Forward instruction - even though Dynadot says to (Maybe there's a good reason for the Forward, but the Squarespace person I talked to didn't seem to think so.) DO define four A records using @ signs and the IP addresses supplied by Squarespace (They are 198.185.159.144, 198.185.159.145, 198.49.23.144, 198.49.23.145)
Under the Subdomain area: Define the first CNAME using the unique code supplied by Squarespace Define the second CNAME using ext-cust.squarespace.com (NOT ext.squarespace.com like Dynadot says)
Hi, sorry I don't speak your language. Providing I'm understanding correctly, CNAME and MX can't be added for the same name together. https://www.dynadot.com/community/help/question/CNAME-with-MX There is a workaround you can try. https://www.dynadot.com/community/help/question/create-CNAME
You don't need to follow the workaround anymore since the domain is using name servers, and you can add the CNAME and MX with your server provider in this case.
Sorry, I mentally archived this since my immediate problem was solved. I know less about this now, seven years later, than I did then, And now is surely different than it was even when I neglected to respond to this so many months ago.
I described it as best I could at the time and hoped expert minds could make sense of it. Thanks to all for looking at it.