and so Im at it again,

azure-native:cdn:CustomDomain (abc-de.fgh.ijk.lm):
    error: Preview failed: autorest/azure: Service returned an error. Status=400 Code="BadRequest" Message="Property 'CustomDomainEntityKey.CustomDomainName' cannot be set to 'abc-de.fgh.ijk.lm'

the code I am running is

return new CustomDomain(fqdn, new CustomDomainArgs()
        {
            EndpointName = cdnEndpoint.Name,
            ProfileName = cdnProfile.Name,
            HostName = fqdn,
            ResourceGroupName = resourceGroup.Name,
            CustomDomainName = fqdn
        });

What am I doing wrong ?

From the docs, it looks like you need the name of the customer domain, rather than the actual custom domain. https://www.pulumi.com/docs/reference/pkg/azure-native/cdn/customdomain/#customdomainname_csharp