I do not see the option to connect a custom domain

To connect a custom domain to your Solo website, follow the steps here.

Connecting a custom domain is available on every plan, so the option should appear in Settings next to Custom domain.

Enable cookies, then refresh

If you don't see the setting to connect a custom domain in Solo Settings, make sure you have enabled and allowed cookies for the Solo website. After enabling cookies, refresh the tab or reopen Solo in a new tab. You should now see the setting.