Thank you for the confirmation @Bo Vium Thomsen . Indeed, the subdomain should be part of the DKIM name if you are adding it to the main domain, but if you are adding it to the subdomain, it should not be required.
Can you please add your subdomain to the end of the DKIM. It should be something like this: selector1-azurecomm-prod-net._domainkey.notification.contoso.com and selector2-azurecomm-prod-net._domainkey.notification.contoso.net