You can add custom TXT record to verify your domain.
Add or edit custom DNS records
Follow the steps below to add a custom record for a website or 3rd party service.
Sign in to the Microsoft admin center at https://admin.microsoft.com.
Go to the Settings > Domains page.
On the Domains page, select a domain.
Under DNS settings, select Custom Records; then select New custom record.
Select the type of DNS record you want to add and type the information for the new record.
Select Save.
Depending on your hosting provider, login to their DNS manager and add the dns record.
https://learn.microsoft.com/en-us/microsoft-365/admin/setup/add-domain?view=o365-worldwide