Hi @Duchemin, Dominique,
Thank you for posting in Microsoft Q&A forum.
From your description, it is not clear to we why you want to add a new domain to Configuration Manager.
To System Center Endpoint Protection + Windows Defender, some machines are managed by System Center Endpoint Protection, and some are managed by Windows Defender.
In order to clarify your needs, can you provide more information for this content: As we are moving from Sophos, which was connecting to both domain clients, to System Center Endpoint Protection + Windows Defender when needed what is the best new environment?
Looking forward to your feedback.