Once you add a custom domain to your directory, you need to add the DNS registrar for the same. So, its not possible to change the casing of a custom domain as it needs to be verified by the DNS record.
You can delete the custom domain and then recreate it. Reference :
Managing custom domain names in your Azure Active Directory
-------------------------------------------------------------------------------------------------------------
Do click on "Mark as Answer" on the post that helps you and vote it as helpful, this can be beneficial to other community members.