Recently moved a domain from an tenant in Asia to an Tenant in Europe. Make sure when you do this you put the MX records to a service like Mimecast where you can Queue the mail with them during switch over 

When we added the new domain to the new tenant the hostname would not resolve “domain.mail.protection.outlook.com”

We opened a case with Microsoft and it took 6 Hours for this to eventually start working on its own ( its always DNS ) . A Failback option for this could be to create a temp hybrid server and route the mail onprem back to 365 via the connector