As far as I know, It should be set both on Domain Registrar and your DNS manager. In my case my paid domain in Namesilo and Cloudflare.
But not all domain is capable of DNSSEC, for now only the common top domain like '*.com' and etc can set it up.
We don't have total control on the subdomain provided by x10hosting only their DNS is editable. The DS record is out of our reach in this case. This is only my speculation.