At face value, certainly you should not have a problem creating MX and TXT records under ZoneRunner -- they are fully supported.
Your statement "...all A records have been migrated successfully by delegating from ISP to our GTM..." is a little confusing to me ... Normally, it is a subdomain that gets delegated to other DNS nameservers (such as F5 GTMs), not individual DNS resource records (e.g., A records) per se -- unless, of course, the sole purpose of the delegation is to achieve intelligent high availability load balancing via a wide-IP (under so-called "Delegation Mode", which usually involves CNAME records for the specific resource records involved) without actually delegating the entire subdomain to those nameservers.
Since an ISP is involved, I assume that this is all in public DNS, and thus anyone is free to look at how your ISP is delegating to your GTM. Can you share the name of one of the A records that is successfully resolving in DNS, so that we can see (e.g., via nslookup, dig, etc) how the technical linkage is implemented between the ISP and your GTM?