I seem to have the same problem. My Tenant settings shows the custom domain as “ready”, but within each application settings the domain field is greyed out and cannot be changed. I also tried creating a new application, but it was created with the default domain, again without any apparent way to change it.
FWIW, I’m trying to get this to work with the Wordpress plugin. The docs don’t seem to be super explicit, but I’m guessing that to start using the custom domain I should change the domain field in the relevant application, and the domain field in the WP plugin.