A cloud-based identity and access management service for securing user authentication and resource access
I suggest reaching out via support. We had kind of the same issue, where the domain was registered on another tenant. If you're not the owner of the tenant, where your desired domain is registered, chances are low to get it.
Have you maybe created a tenant in the past where you have add the desired domain? Then you could just simple delete the tenant (if not in use) to release the domain.