CNAME for dax cluster name

That error message indicates that the CNAME is not pointing to a resolvable resource. If you're trying to make a public CNAME to a private DNS record that might be the reason.

Also: When using a CNAME, the client (when encrypted sessions are being used, like here) expects to connect to a resource that has the same certificate name as the CNAME. Which is won't because it will have the original DAX name. You'll get an error which you might be able to tell the client to ignore. Or you might not.