Im getting this message also.
But at the moment my site is definitely compromised, I keep getting the same spam comment on a particular post even though comments are disabled and Wordfence isn't detecting file changes.
I can't figure it out but this DNS change seems to happen around the same time as the comment spam. I checked my DNS settings in cPanel, I can't see anything out of ordinary.
I am at a loss, these creepy hackers are doing something and I need help asap.