Hi @Christina Tomter ,
I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others (Opens in new window or tab)", I'll repost your solution in case you'd like to "Accept (Opens in new window or tab)" the answer.
Issue summary:
You were trying to implement a UKG to Entra ID/AAD integration. You were having trouble with the domain name field not populating with any data in the loading dropdown after authenticating with the Azure AD domain.
Solution:
You needed to add the Domain Read permission to allow connection between UKG and Azure.
If you have any other questions or are still running into more issues, please let me know.
Thank you again for your time and patience throughout this issue.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.