You have specified an additional root Azure AD domain to be federated. To configure federation successfully, we have to update ...

You have specified an additional root Azure AD domain to be federated.  To configure federation successfully, we have to update the existing federated domain with the settings for multiple domain support, as well as delete and re-create the relying party trust in AD FS.  During this process, users will be unable to login. Any subdomains already configured will require additional updates after configuration.

Before we can federate this domain, we need you to confirm domain name ownership for {0} by adding the record type supported by your domain name registrar to the DNS settings.

TXT record:
Text: {1}

MX record:
Destination: {2}

You will need this setting in place to complete AD FS installation.

{3} about verifying DNS ownership for Azure Active Directory domains