What you can do in this case is if you are a Global Admin of your M365 Tenant, then you create an alias of this email address.
After the alias is added then, you can make that as primary.
However if the email address you are intending to use has a different domain then you would have to create a sub domain in Same M365 Tenant by verifying the TXT record and other records. For e.g if your current domain is abc.com and your expected domain is xyz.com, then go ahead and verify your xyz.com by adding to existing M365 Tenant after which it will ask you to verify the DNS TXT records and CNAME along with MX and SPF records.
Once this done, then you would be able to add your new email address.
Once the other domains are verified then you can create your email of that domain as your alias and make it as primary.
Let me know if this helps or if you need any further clarification.