@Francisco Rojas
Thank you for your post and I apologize for the delayed response!
Based off your issue, I was able to find a community post that might help - Create an Office 365 group in different domain. However, since it looks like you're using Office 365 Groups to create your group, I'd recommend reaching out to our Microsoft 365 and Office community.
If you're creating a Group within Azure AD, you can leverage our Create a basic group and add members using Azure Active Directory documentation.
If you have any other questions, please let me know.
Thank you for your time and patience throughout this issue.
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