Hi SIrwin,
If the issue persists, please try to remove the domain with PowerShell. You can use the cmdlet Remove-MsolDomain to remove your domain, and before you run it, please run Get-MsolGroup and Get-MsolUser to check if there is still linking users or groups with this domain.
To use PowerShell to manage Office 365, please refer to the following resources:
Use Windows PowerShell to manage Office 365
Windows PowerShell cmdlets for Office 365
Please capture the error message and post them in the forum?
Thanks,
Jason Jiang