Sounds like you've got multiple things going on here.
First, you'll want to delete the subdomain and the related WordPress installation. If you're going to use the subdomain for ConvertKit, you don't want it also configured with WordPress. If you're not sure how to do this, you'll want to work with SiteGround to ensure you don't accidentally delete something that's in use for another purpose.
If the ConvertKit DNS entries have already been removed, between that and deleting the subdomain WordPress instance, it sounds like you'll be back to square one and can start the setup from scratch to use a custom subdomain for your ConvertKit landing page.
At that point, go to these ConvertKit instructions78 and start where it says "Let's get started!"
When you get to the section for DNS setup, I found this page450 on SiteGround's help information. I'm not a customer of theirs so I can't verify it directly, but that seems like it will give you the info needed to set up the records needed.
Keep in mind that DNS changes can take 24-48 hours to propagate. After you've set up DNS, after this period of time if it's still not showing as Verified by ConvertKit, at that point you could reach out to ConvertKit's support team at firstname.lastname@example.org (or with the message bubble in the lower right corner) for further troubleshooting on their end.