I need a clear guide to set up vanity nameservers. I am unable to set up them because the IP compare test fails everytime I try to set up the vanity nameservers.

If your domain name is not registered with us, you need to first setup glue records for ns.yourdomain.com to point to the A records of ns.dynu.com.

ns1.yourdomain.com->A record of ns1.dynu.com
ns2.yourdomain.com-> A record of ns2.dynu.com
ns3.yourdomain.com->A record of ns3.dynu.com
ns4.yourdomain.com-> A record of ns4.dynu.com
ns5.yourdomain.com->A record of ns5.dynu.com
ns6.yourdomain.com-> A record of ns6.dynu.com

Then you need to add the A records for ns.yourdomain.com to the 'DNS Records' section in the control panel.