Adx Studio is awesome addition to the Power Platform. Wait a sec, it is PowerApps Portal forget ADX Studio. PowerApps Portal helps us to create external facing websites that allow external users who are outside the organisation to create, view, etc data in Microsoft Dataverse. It also even allow users to browse content anonymously.
External facing means it should have a domain name for user to browse the portal. After creating the portal there will be a base URL assigned based on the subdomain that is specified while creating the portal. You can change the base URL of a portal after it is provisioned. For example, if you choose example.microsoftcrmportals.com as the base URL when provisioning the portal, you can later change it to exampleportal.microsoftcrmportals.com to meet your requirements.
Base URL aside, if you have your own domain and you want to configure a custom domain to your portal. This is also possible using the add custom domain settings. A custom domain can enhance the brand and help customers more. Once you provision your portal, you’ll need an SSL certificate to set up a custom host name. After the SSL certificate is purchased, you can use a wizard to link your portal to a custom domain. Only one custom domain name can be added to a portal.
To create a custom host name, you will need to create a CNAME with your domain provider that points your domain to the URL of your portal. If you have just added a CNAME with your domain provider, it will take some time to propagate to all DNS servers. If the name is not propagated and you add it here, the following error message will appear: “Please add a CNAME record to this domain name. Retry after some time passes.”
There are sometimes you might see this below message saying “To add a new custom domain name, please create a CNAME resource record with your domain provider that points your domain to xxx.powerappsportals.com”

Navigate to Manage Portal page and look for whether the CDN (Content Delivery Network) is enabled. If it is enabled, then disable it and try again.

