If you can't log in to your DNS provider, or you have strict security settings, you can manually add the subdomain. Select the "Connect manually" option in the modal and follow these steps:
Navigate to the toolbar at the bottom of the app and click "Connect domain"
Type your desired subdomain
Click "Connect manually"
Navigate to your DNS provider and add a CNAME record
Paste the "Host" and the "Value" from the modal in The.com to your DNS provider
If you are using Cloudflare and your domain connection failed, please add this CAA record on your DNS records and try again.
Cloudflare Proxies
If you are using Cloudflare, you may need to disable the proxy and set it to DNS only. Additionally, you may need to leave the proxy running on the dummy A record (the URL generated by The.com). This will allows a page rule to trigger the root domain.