Thank you for posting your query on Microsoft Q&A, from above description I could understand that you are looking for advisory on adding an IDP in CIAM without a verified DNS.
Please do correct me if this is not the ask by responding in the comments section.
As of now we cannot federate any other identity provider with CIAM tenant apart from ones mentioned below.
The following table compares the identity providers and methods available for primary authentication and multifactor authentication (MFA) in workforce and external tenants.
If you don't have any further queries and the suggestion works as per your business need. Please "Accept the answer (Yes)" and "share your feedback ". This will help us and others in the community as well.
Thanks,
Akshay Kaushik