Azure DNS does not allow valid underscore in TXT record name

To configure DKIM domain keys, you have to create TXT records of the name "_domainkey.example.com", for example. However, New-AzureDnsRecordSet -Name "_domainkey" -RecordType TXT... fails with the error "BadRequest: The domain name '_domainkey.example.com' is invalid".

Underscores are not valid for hostnames, but are valid in DNS records. The -RecordType SRV seems to have an exception that allows underscores, but not -RecordType TXT. Please fix this or else we cannot properly configure our DNS.

Thanks.

Ron Peters Red Folder, Inc