Hyde here from Shopify. Great question!
If you're receiving the error message ''This domain is currently managed by a different shop'' it could mean that you have used that domain on another store and forgot to remove it.
If you're not sure what the name of that old store is, you can find it by entering your email address here. You may have used an old email address to open that store as well, so you might need to try a few email addresses before you can source the store.
Of course, if you do not have any luck with that or if your store is no longer active, we can help you find the store and disconnect the domain against proof of evidence. Let me know and I will send you an email.
All the best, Hyde.