I did some searching and i think i found the answer you’re looking for.
Shall i give you a “let me google that for you” link?
Have a look at this post where they introduce EthDNS: https://medium.com/the-ethereum-name-service/ethdns-9d56298fa38a
Then specifically this part:
What makes this different from proxy service approaches to the same problem is that the name and content layers are clearly separated, yet coordinated: the name and CID lookup happens at the DNS level, the IPFS content is served through a regular gateway, but both work seamlessly together from the user perspective.
(N.B.: If you don’t wish that your domain be served via the default EthDNS gateway, you can easily specify one of your choice via the
A record in ENS —though be aware, they must be running recent go-ipfs)
I read this as them having an IPFS gateway, all *.eth.link domains are routed via that unless you provide your own A record to set a different gateway. I don’t know what you need to provide in that record. DnsLink doesn’t use an A record : https://dnslink.io/#example-ipfs-gateway
If you find out, please do share here for others when they find this post and are in the same situation.