The experience that I wrote up around this time two years ago for GPTs was that you have one chance to use the supplied TXT record value. Then you need the right timing of adding it to DNS, waiting for your own TTL propagation of perhaps 15 minutes or however long your host takes to periodically update their master DNS server records. You can also use DNS from elsewhere on the internet to see when the records show up, like you were doing a verify yourself. Then complete the builder profile within that short time period - basically keeping the “input/verify/check” dialog open. You cannot come back to “check”.
If it was not successful, you need to completely delete the domain from the builder profile until no URL shows up as though it was never used, and try again.
You can report back if it seems completely broken.
Prior:
I expect that you should have a full url subdomain that is returning 200 and is a gateway to your usage and privacy policy for the ultimate pattern of success, which fulfills the requirements of GPTs themselves.