Set up a second site with Plesk on dedicated server, but it will not resolve.
Went to dnsreport.com and checked. The report says
"One or more of the nameservers listed at the parent servers are not listed as NS records at your nameservers".
Can anyone tell me where I would look to correct that?

I have the same problem here and tried several things, but nothing that works...
Let's hope somebody has a solution.

Did you check the nameservers that you have listed for that domain in whois? Those nameservers have to have the DNS records for the domain in question. Do a dig against the authoritative nameserver for the domain (or use dnsreport.com if you don't know how to use dig).
If you still can't figure it out, please post the domain in question.

I don't know if it is the same for 'turtle', but I get that error when I run dnsreport.com so there they give the error:
One or more of the nameservers listed at the parent servers are not listed as NS records at your nameservers.

You may want to reference this short thread. The error sounds as if there may not be reverse pointers to the nameservers set up.