We can only change your custom domain name if your site has NOT yet been submitted for approval. This is why it is critical to pick a domain name that you will keep long term.
Changing your domain once your site is live would require the cancellation of any existing subscriptions, and then submitting the new domain as a new site. Existing memberships/subscriptions CANNOT be moved over to a new domain name. Members would have to sign up again and complete the payment process.
We will consider domain switches on live sites on a case-by-case basis.