@Lars , You should be able to achieve this using "cdnverify.<custom-domain-name>". Here is a doc explaining about mapping the temporary cdnverify subdomain with our production custom domain.
Add this CNAME entry into your domain registerer list,
Once you've added this, you'll have to wait for some time due to DNS propagation before you verify your custom domain. If done with all the configuration and verification needed for your new CDN endpoint, that's where you can now point the actual CNAME record of your DNS to your new CDN hostname that will be used in production. Once you do this, it's now safe to delete the CNAME record with cdnverify subdomain.
----------
Please do not forget to "Accept the answer" wherever the information provided helps you to help others in the community.