Hello daqing, 

Thanks for your post here. I would like to confirm some information with you whether you have verified the custom domain.
 
You can refer to the following steps to narrow down this issue.
If you do not verify the custom domain, 
1.you could delete the Name Server record before you verify the custom domain.
For how to verify custom domain, you can refer to the following link:
http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh397889.aspx.
2.After you verify the custom domain, you can update the Name Server records.
For your reference: http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/gg549203.aspx .

If you have verified the custom domain, but the issue persists, you can send me your custom domain information via private message, so we can check the DNS records.
For how to send private messages, you can follow the steps as below:
•Go to the Your details section on the right side of the community site. 
•Click Private messages. 
•Click the subject title “Collect domain information” to read the message. 
•You can reply by using the form in this display.
•Click Submit Reply.
 
Look forward to your reply.

Thanks,
Cherry Wang