This is just my experience and may be different to anyone else.
I have had to change my primary/default domain name so decided to purchase domain with OVH.
I have set the GLUE record, then the DNS records and finally the DS Records in order to get everything to work.
All good at this point, BUT something was not working when I changed the primary/default domain with my box, so I decided to change sub domain from box.domain.name to mail.domain.name and see if it is related.
I have started with deleting the DNS records and then try to proceed to delete the GLUE records in the OVH Control Panel for that domain.
The operations got stuck, and it’s now 5 days and 2 support tickets raised that I have been able to set correct GLUE records and waiting for the operations on “DNS servers” update 2h and counting…
So providing that you will not be making any changes via their Control Panel it will work for you as it does for me, but should you need to make any changes be warned it will take time.