How to assign a custom azure private dns zone to an azure managed service like Redis or a storage account?

Question

How to assign a custom azure private DNS zone to azure managed services like Redis or a storage account?

I have created a custom private DNS zone

'privatelink.blob.core.dev.windows.net'

But while creating a private endpoint with a storage account azure portal doesn't allow me to use my custom private DNS zone and makes me use the default private DNS zone

'privatelink.blob.core.windows.net' 

This is how DNS configuration of two private DNS zones looks like.

My custom private DNS zone on DNS configuration page of Private endpoint

Configuration name                      FQDN            IP address         Subscription             Private DNS zone                          DNS zone group                                                                                                                                                  
privatelink_blob_core_dev_windows_net                                      Azure Dev subscription   privatelink.blob.core.dev.windows.net  default

Default private DNS zone parameters on DNS configuration page of private endpoint

Configuration name                      FQDN                                                  IP address         Subscription             Private DNS zone                   DNS zone group
privatelink_blob_core_windows_net                                                                                Azure Dev subscription   privatelink.blob.core.windows.net  default
                                       testsainstance12345.privatelink.blob.core.windows.net
                                                                                              10.0.0.4

So how can I select a custom private DNS zone while creating a private endpoint for a storage account or any managed azure service which supports creating a private endpoint and make DNS resolution work between FQDN and private endpoint private IP address?