Hello @Edner, Per ,
Thanks for reaching out and apologize for the delay in responding.
Azure AD proxy external URL must have subdomain/prefix following with default or custom domain because when you verify custom domain name in Azure AD and same domain name is shared across all AAD proxy apps that are created in your tenant.
Therefore, you need to use subdomain/prefix part of external URL, for an example:
https://myapp.<custom domain> ,
https://www.<custom domain> or
Hope this helps.
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