you can't use a wildcard in this way, the 'd' tag must match exactly in order for the email to verify. Each sub domain must have its own DKIM record.
See https://datatracker.ietf.org/doc/html/rfc6376#section-3.5 for more details on the header field.
You can use one selector by using CNAME delegation eg:
s1._domainkey.a.foo.com. IN CNAME s1._domainkey.foo.com.