Do you mind elaborate more on your question? If I understand correctly, you are trying to setup a custom domain for your shopify store. Have you gone through this official guide?
From your error, it looks like the setting on your domain provider is not updated. You will need to go to your domain provider to update
A Record (this is usually done by you, the domain owner)
CNAME record (this is usually done by you, the domain owner)
CAA record (this is usually done by domain provider)
nameserver record (this is usually done by domain provider)
I would help your more if you could tell me more about
What you are trying to achieve
What domain provider do you use
Please let me know if you need any further assistance!