They actually go on different hostnames, so this shouldn't conflict: SPF goes on your root domain (e.g. yourdomain.com), while DKIM goes on a subdomain specific to the selector (e.g. default._domainkey.yourdomain.com). Since they're different hostnames, the “one TXT record per hostname” rule your provider mentioned doesn't actually force them together — that rule only applies if you're trying to add two SPF-type records on the same hostname, which you shouldn't do anyway (multiple SPF records on one hostname is invalid and causes failures).