Yesterday, I was complaining that I couldn’t set up iCloud email wiith a custom domain address because there was something wrong with my SPF record. Turns out, it took a while for the record to percolate through the system but it’s all set up now.
@artkavanagh DNS taking its sweet time ruined many an afternoon for me... When I read your previous post I kind of felt it in my bones that DNS was at fault. But I refrained from commenting as I've never set up a custom domain with iCloud so I thought: what do I know. Lesson learnt, it's always DNS!