Field Labels in a Report built on the custom Domain are incorrect.
The fields keep that format Object.AttributeName. For example, when selecting the fields for the report they go back to the format Project.Projectname. Why?
The Domain was missing a "Locale" file (which basically translates the Object.AttributeName into whatever language is used in the system).
Copy the existing Locale file over from the OOTB Project Management domain, and the OOTB labels now translate correctly (i.e. Project.Project Name = Project Name) on the custom Domain.