Cal here from Shopify, thanks for reaching out to us. I'd be happy to look into this with you.
Have you connected the domain to any other stores in the past?
Can you share the MyShopify URL of your current store with me, and I'll email the account owner. You will need to send me a screenshot via email of the domain host dashboard displaying your email and domain, similar to this:
This will prove ownership of the domain, and then I can investigate further. Thanks!
Hello again! I've emailed the account owner with more information about this domain issue. Thanks!