Hi Ian,
To confirm, do you own the domain? If you are using the domain registrar's DNS, did you create the CNAME record in their web portal? Or, if you are using Azure DNS, did you modify the domain in the registrar's portal so that it points to the correct Azure DNS servers?
For troubleshooting purposes, you can use nslookup on your local machine to make sure the DNS entries are correct. For example, on your local PC you would open a command prompt and enter the following:
nslookup -q=txt yourdomain.com
The output should show the text record with the verification code that was generated in the Azure portal. Similarly, you would enter command similar to below to verify www:
nslookup www.yourdomain.com
The output should show record for your Static Web Site unique domain name.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP