In Admin > DNS Administration > Add DNS Zone, DA fails to create the zone if you add the dot (period) at the end of name server addresses to indicate a fully qualified domain name (FQDN). Not only does it fail without telling you why, but it kicks you out of the whole window, forcing you to go back in and start again. This is a rare case in DA of poor UX design.
Solution: Just accept name servers with or without the dot at the end. Easy.