That error is appearing when the actual (sub-)domain isn’t configured to be served on the final destination, e.g. on “brand.ludicrous.cloud”'s end, according to your screenshot.
If “brand.ludicrous.cloud” is the correct CNAME target you have received from GoHighLevel, then my advice will be to try starting over, on GoHighLevel’s side, and by onboarding (e.g. re-verifying) your domain on their platform again.
GoHighLevel should be able to assist you on how you can do that.
DarkDevil, you rock! Months of going back and forth with nobody knowing what to do. Somehow that domain got locked up with GHL so we just changed it. So simple, yet so far away until you pointed it out.