That message suggests that you are attempting to obtain a certificate in the format of something.*.example.com which is not possible.
You can obtain a wildcard certificate in the format *.something.example.com or *.example.com. You could even get one for *.something.else.example.com. In any case, the wildcard must be the leftmost component of the name.
Additionally, Cloudflare Universal SSL only works one level deep. Any names below that will require paid options at Cloudflare if they are proxied.
For assistance with ACME certificate issuance, the Let’s Encrypt Community is often a useful resource if you are using their certificate authority.
In the same way as you’ve currently created a certificate for mps.centralindia.cloudapp.azure.com, you would need to create one for “mpsuae.com” and ``www.mpsuae.com`, as well as any other (sub-)domains, that you want to serve.
You can do it with “mpsuae.com” and “*.mpsuae.com”, to include all fist level sub-domains.
No matter if you ask your server for “mps.centralindia.cloudapp.azure.com”, “mpsuae.com” or “www.mpsuae.com”, it will all result in a presentation of the certificate for “mps.centralindia.cloudapp.azure.com”.
That would indicate that you either haven’t properly installed the newly generated certificate you were notified about by email above, or, alternatively, that you’re running what I would refer to, as a stone age version of IIS, which does not support running multiple secured websites through Server Name Indication (SNI).
The DNS settings (or any other settings) on Cloudflare are not at all relevant to the question about how you can install your certificate, and/or how you can configure your IIS web server.