Hi Carlos,
As I understand it, you cannot created any TXT or MX records at your domain registrar DNS.pt, so you would like to know if there are any other ways to configure your custom domain at Office 365.
Considering the situation, users need to add TXT or MX records at their domain registrar or DNS hosting provider, in order to finish verifying domain’s owner. Therefore, I suggest you contact DNS.pt to help you create the required TXT or MX records from their side. Besides, you can host your domain at a DNS hosting provider who can support creating TXT or MX record.
Thanks,
Maggie Li