Hello @Jan Fredrik Løvik
I understand that when creating a CDN, you are stuck with "Pending domain validation" and have not received any verification emails yet.
As per Azure CDN documentation, if your CNAME record entry contains the cdnverify subdomain, DigiCert sends a verification email. You should receive an email in a few minutes for you to approve the request. In case you're using a spam filter, add firstname.lastname@example.org to its allowlist. If you don't receive an email within 24 hours, contact Microsoft support.
Hence, I requested you to file a support ticket. You raised a support request, and the support team checked your CDN custom domain configuration and found that the custom domain is an apex domain and does not have CNAME mapping to Azure default endpoint domain and it uses cdnverify CNAME. So, per this doc, DigiCert should send a verification email to one of the specified email addresses.
But since you didn't receive an email, the support team checked the backend logs and found that Azure has already sent the certificate issuance request to DigiCert. And it is pending with DigiCert. So, the support team requested help from the DigiCert team.
DigiCert then sent the verification email, and you were able to approve the request. The certificate was created successfully and added to site and HTTPS works fine now.
Kindly let us know if the above helps or you need further assistance on this issue.
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.