This one might be common knowledge, but it stumped me for bit so I thought I would make a post.
Adding a group through the Office 365 admin center only give you one option for email addresses.
As in you cant change if from your default tenancy address.
To do it like you normally would you need to do it from the Exchange admin center –> groups.
There you can select from your other Domains.
And then once created add the emails like normal from email options.