We need to upgrade to the latest CU on several servers. Do we need to do anything with DKIM when we do the upgrade or does everything just transfer fine?

I want to know you Upgrade to lastest CU ( CU14)? Dkim is ok ?Because i want to upgrade .

Yes, you can upgrade to latest CU14. but after you upgrade the CU4, please use Exchange Management Powershell

Get-TransportAgent

to check if the

"EA DomainKeys Agent"
"EA Dkim Inbound Agent"

have the lowest priority (1 is the highest).

If above agents have higher priority than "Transport Rule Agent", please use

Set-TransportAgent "EA DomainKeys Agent" -Priority [Priority]
Set-TransportAgent "EA Dkim Inbound Agent" -Priority [Priority]

to adjust the priority to the lowest priority.