DKIM is not about “mailbox security”, it is about telling the recipient that the mail is originating from your server and was not altered in transit.
https://en.wikipedia.org/wiki/DomainKeys_Identified_Mail
Regarding Brevo, I guess you were asked to change some of your DNS entries for them, so as they are providing DKIM and SPF and DMARC already, you should ask them how to proceed. I guess you need then to remove your DMARC record you created for mailcow during setup.
However please check with them.