The error was you. Go look at the video where you didn't read the red alert/explanation at the top right. You entered a domain, not a sub-domain, and it was trying to tell you. You must have been too nervous to read the alerts.
if i have 365 email for main domain and use hosting partner emails for sub domain, i did add per your video but when i test email sent, i do get "Mail delivery failed: returning message"