Error Message
Why can’t secondary domain names such as nb66.dynv6.net be managed and it shows that The domain is not registered. Please register the domain before adding it to your account. It can be used before
You can add domains that you own to your account, but if you want to add a sub domain (such as that) you’d need to add the parent domain first (as I understand it, I may be wrong)
You’re right, and what they tried to do is essentially a cheat. The client area has a Public Suffix check to make sure custom domains added is actually your own, while the control panel don’t have that check, and allows any (sub)domain as long as it has a maximum of two dots and have ability to add CNAME record under it (to account for ccTLDs, and that’s why domains under like .net.eu.org “won’t” work here.)
Admin, you’re welcome to add corrections. 
This is a bug in the client area. Third party free subdomains are generally* supported if they are registered in the Public Suffix List. However, in this case, there was an extra check to verify if the domain is registered that doesn’t work for most third party subdomains.
I just prepared a fix for this, it should be live in 15 minutes or so.
* Unless the upstream platform doesn’t recognize it, they have an in-house list I think.