iCloud custom domain
Can not verify email addresses to finish set up of the custom domain
I think you missed part of that Apple article in my post, which is:
Add a custom email domain
To use a custom domain with iCloud Mail, you need:
- An Apple ID with two-factor authentication turned on.
- iCloud Mail turned on on your devices.
Click on the link iCloud Mail turned on on your devices wil provide you -> Set up iCloud for Mail on all your devices
Set up iCloud for Mail on all your devices – Apple Support (UK)
Try it again.