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You are able to use your custom domain with Office 365 without redirecting your NS records to Office 365. But, first, you need to add a TXT record or an MX record in your current DNS hosting provider for verifying the domain in Office 365. For details, please refer to:
After verifying successfully, refer to the following link to create DNS records for Office 365 at your DNS hosting provider.
If you have any questions, please feel free to post back.
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