I appreciate the context and images that you have shared with us as that is very helpful! Looking into this, could you attempt to remove the subdomain and add it back to the domain in question? In some rare cases, you may need to reset the setup process for the subdomain to fully direct to your online store.
Since I cannot authenticate you over the Community forums due to the sensitive information that would need to be shared, I am unable to look into the specifics. If the subdomain gets stuck on the Setup in progress once again, I would suggest reaching out directly to our support to have a further look into this. You can reach out to our support by logging into your online store using our Contact Us page. This will allow us to securely verify you as the store owner before speaking with a Support Advisor about the subdomain.
Let me know if that does the trick, looking forward to your response.
Once you have made these changes to your third-party domain, you can change the primary domain by navigating to Settings > Domains and selecting on the domain you would like to be the primary. You should then see the option to Set as primary.
Looking forward to your response, let me know if you have any questions.