To delete a custom domain email address, you must first delete all the messages associated with it. Otherwise, you will see an error message that the “Address cannot be deleted while messages associated with this address exist”.
The easiest way to locate all the messages is by using the advanced search option. To use this option, click on the arrow located on the right of the search bar.
In the pop-up window, under Addresses, select the email address you want to delete, then click Search.
A list with all messages associated with the email address will appear. Select all of them and move them to Trash by clicking on the Trash icon. Then navigate to the Trash folder and delete them permanently or empty the entire Trash by clicking on More > Empty trash.
After permanently deleting all messages associated with the custom email address, you should be able to delete it by navigating to Settings -> Users/Addresses -> Delete (next to the appropriate address).
Email addresses with the default domains “protonmail.com” and “protonmail.ch” cannot be deleted, only disabled.