I followed the manual in this case --> "“Fix: Review your AWS CloudFormation stack and if there is a resource conflict, fix the conflict. The problem can also involve the AmazonDataZoneBootstrapRole role which can be either missing or corrupted. For more information, see AmazonDataZoneBootstrapRole to fix this role manually. You can also remove the AWS account association, remove all the created resources, reassociate the AWS account, and try creating the Amazon DataZone project again.”. Desassociate e reassociate the account with no luck.
The problem was solved by AWS. I had to remove the AWS account association with the external account and that one created by datazone in central account and finally delete the domain and recreat it again.