Hi Martijn,
The error message you provided above will occur if the domain exists in another Office 365 tenant or in a Microsoft Business Productivity Online Standard Suite environment.
If you previously verified the domain in Office 365 or other Microsoft Online Services, please first remove the domain from its current location. The domain can only exist in one location in Microsoft Online Services.
Meanwhile, I recommend you check the DNS records of the domain and remove all the records pointed to Microsoft from your DNS register and try to verify it again.
In addition, you can refer to the following link for troubleshooting domain verification issues:
support.microsoft.com/.../2515404
Thanks,
Jason Jiang