Using a custom domain in your TikTok Events API Gateway can improve measurement performance. It allows you to choose the subdomain for the Pixel's communication with the Events API Gateway. This custom domain should match the subdomain used for firing the TikTok Pixel.

Click “Settings” on the menu. Push the button “Set up domain”.

Choose domain and receive DNS records to configure.

Log in to your DNS provider and set records (if you use Cloudflare, the settings should look like on the screenshot). 

Save all the changes.