This one was doing my head in.
When adding a domain into 365 for mailflow that was already in my On-Premise environment, i was constantly presented with:
Sorry, it looks like your outbound connectors aren’t set up correctly.
After setting my on-premise outbound connectors in every config possible I then realised I was being a fool and this had to be completed in the Office 365 outbound connector:
Office 365 --> Admin --> Exchange --> Mailflow --> Connectors --> Outbound Connectors
I then added my domain into the scope and hey presto, a verified domain.