You can try to see if your provider supports "opaque" types in which you can submit the binary encoding of the record without them knowing what it is. Barring that you'll need to request support for it. It's an increasingly popular record type so not supporting it isn't terribly great service nowadays.

I'm not familiar with the discussion that went into the design of CAA (it was probably discussed at some point on the relevant IETF mailing list, if you want to go digging).