@javier f We apologize for this warning message you are receiving when trying to purchase a custom domain name within Azure.
Can you please verify how old your subscription is? If your subscription is newer, there is a chance that you do not have enough payment history. For certain services such as Azure custom domains and SSL certificates, these products require you to have a longer payment history within Azure to prevent malicious activity.
If you need a custom domain, a work around would be to use a 3rd party domain provider, such as GoDaddy. (Azure uses WildWest Domains, which is a subsidiary of GoDaddy)
If your subscription is older and you have a paid a few months worth of bills for your subscription, please let me know so we can help you create a support case to see if this hold can be removed.
Thank you for your understanding and we look forward to your reply.