Personally I can't stand Godaddy's panel. It's un-intuitive at best. (Plus they spam you with ad emails all the time).
It sounds like you are using Godaddy's DNS services. Why would you do that rather than the DNS services on your own VPS?
I'm really just curious here because I've used Godaddy for years but have never once (not even in the shared hosting days) have I used their DNS services.