From a similar topic https://community.spiceworks.com/topic/2203710-office365-can-guest-account-be-global-admin
A person raised a ticket with Microsoft and they stated that you should not be able to do this. Other people tested and received the same error your are receiving.
To the point, you should not be adding people to Global Admin/Global Reader role that are outside your tenant. If you want to grant someone Global Admin/Global Reader you should create an account for them inside your tenant.
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