From your previous reply, I am not sure you understood my issue.
I have acquired a domain name (say myself.com as an example). I have an iCloud+ subscription and have configured custom email domain on my icloud account. So my icloud account is now used to receive e-mails sent to me@myself.com . I can also send e-mails from me@myself.com. All this in the webmail interface on icloud.com or in the mail app on my mac.
Then I also changed my icloud account that used to be me@icloud.com into me@myself.com.
Now I would like to use the application Outlook that I have downloaded to read my mail and send mails too.
So When I start Outlook (the app) I need to add an account. It asks for my e-mail address. I enter me@myself.com but after a few seconds it does not find who is the service that hosts the mailbox with that address. So I have to manually pick the provider. I choose icloud from the list. It tells me I need an app password. I go to appleid.apple.com, I log in (by the way I log in using me@myself.com) and go to app password and create a new one. I copy/paste that password to the configuration window of outlook (the app) and after a few seconds it fails with an authentication error message.
If i redo the same steps in outlook and add me@icloud.com as a mail address and the app password created earlier then I can read my mail (sent to me@myself.com just like in apple mail app or in the webmail on the icloud web site). But each time I reply to a mail or create a new mail, the sender's address is me@icloud.com instead of me@myself.com. Looking at the properties of the mail account in outlook there is nothing I can change: it reads, account=me@icloud.com with a button to let me remove that account. Nothing else to edit.
In other words, while the icloud web site knows that me@myself.com is the same thing than me@icloud.com, this is not the case of apple mail servers when contacted by the outlook application (using me@myslef.com + the App password results in an authentication error). But when outlook is trying to connect using me@icloud.com and the very same password it works, apple mail servers grant access and I can see the very same mailbox content than in the webmail interface on the website icloud.com.
I hope I've made it clearer to understand and removed the ambiguity between outlook the app, which I try to configure, and outlook the service, which I do not use to send or receive e-mails.