I’ve been struggling with this one but finally got it. Wanted to share for future reference.
If you are using a subdomain “login” in login.example.com then you only need “_oktaverification.login” as the host value (ignoring the “example.com”). GoDaddy just assumes the rest of the domain. Then, using Google Dig you will see the data value now return for _oktaverification.login.example.com
Hope that helps.