In the DNS console, the far-right column is labeled “Authoritative”. This icon indicates whether or not we’ve detected that we are authoritative for your domains, that is to say, you’ve changed the name servers to the ones we’ve given you. Nothing more, nothing less.
The authoritative check is only processed once every 24 hours, so it is quite possible for it to show red for a period of time after you’ve changed your name servers. There is no need to worry about this too much. It is simply a test that does not impact operation of DNS. If it hasn’t changed within 3 to 5 days, then double check your settings or open a support ticket. We’ll be happy to investigate further.