As domain name is crucial part of the identifier for most of the directory resources(user-group-app ID) , you will probably add your own domain in to Azure Active Directory. During the addition process the domain is needed to be verified. Although the TXT record has been configured and the process is so straightforward , you may not be able to verify your domain :)
At this point you have to figure out what lies behind. What lurks in shadows :) ?
When you create Power BI free trial account by using your domain name, a shadow tenant is created without an admin and a subscription! What’s more, your domain name is verified and allocated by the shadow tenant. That’s the reason why you can’t verify it. Because, it has already been verified by another “shadow” tenant :)
At first, you need to release it. As there is no admin associated with the shadows tenant, you need to take over the admin rights, then you can release your domain.
Here are the documentations to perform these steps.
Wish you the best.