There are a couple reasons you might see this message:
1) After setting up the domain, it can take up to 20 minutes for all changes to be applied on the Website Firewall clusters. In this case, the Domain Not Configured message is temporary and will go away automatically.
2) You may be using the wrong Firewall IP as the “A” record. Every website on the Firewall will receive a different Firewall IP address. The correct firewall IP address will be displayed on the Firewall dashboard on the “Firewall IP Address” line. If your A record is pointing to an incorrect firewall IP, update your A record to match what is showing in the Firewall dashboard.
3) You may be using the wrong Firewall IPv6 address as the “AAAA” record. You can view the IPv6 address on the Firewall dashboard underneath the IPv4 address in the “Firewall IP Address” line.
4) If the domain with the “Domain Not Configured” message is an alias, check if you are trying to access it with HTTPS. The domain aliases feature doesn’t support SSL. If you need SSL on the alias domain, you must add the alias in a separate firewall plan. Because the alias domain only redirects to a firewall protected domain, you do not necessarily need the firewall to protect it. In that case, you can consider serving the 301 redirect from the hosting side.