You can’t add custom DNS records type to Admin Center
Can’t add custom DNS to O365
You can’t add custom DNS to O365 normally happened if you have only PartialRedelegation upon adding your domain. We need to change this to FullRedelegation especially if the NameServer is pointed to Microsoft 365 so that we can add other records like records for your website.
Can I transfer my domain away from Office 365 to another provider?
Yes, but you can’t transfer an Office 365 domain to another registrar until 60 days after you registered it with Office 365.
Follow the steps below to get the code at Office 365, and then go to the other domain registrar’s website to set up transferring your domain name to that registrar.
In the Admin center, go to the Domains page, or choose Setup > Domains. If you’re using Office 365 Germany, go to this Domains page. If you’re using Office 365 operated by 21Vianet, go to this Domains page.
On the Domains page, choose the Office 365 domain that you want to transfer to another domain registrar, and choose Domain settings.
Under Privacy Setting, choose Enable domain transfer.
Follow the steps to prepare for transferring your domain.
After you get the code, go to the website of the domain registrar where you want to manage your domain name going forward and follow their directions for transferring a domain (search for help on their website).
If you need to see the code again, on the Domain settings page in Office 365, choose View authorization code for domain transfer.
After the transfer is complete, you’ll renew your domain at the new domain registrar.
To finish the process, go back to the Admin center Domains page and choose Complete Domain Transfer.