Hi, @peppertheapp. I believe you are seeing the 400 - link exists, all config must be empty at Netlify.
That is because you cannot make an A record when a NETLIFY type record of the same name exists. I can see the NETLIFY type record for peppertheapp.com here:
https://app.netlify.com/account/dns/peppertheapp.com
You will have to delete that NETLIFY type DNS record before you can add the A record. Note, the NETLIFY type record is what points that custom domain to the site at Netlify. If you delete the NETLIFY type records, any sites at Netlify for that name you delete will do offline when you do so.
“Measure twice; cut once.” Be sure that is the record you want to delete before you do so.
For example, you might want www.peppertheapp.com and peppertheapp.com to point to the site at Netlify and then the store to be store.peppertheapp.com.
Again, you can delete the NETLIFY type records for peppertheapp.com and www.peppertheapp.com but then Netlify won’t serve the site anymore. That may actually be your goal and, if so, please feel free to do so.
By the way, if you are not connecting the domain to a site at Netlify, then we recommend not using Netlify DNS for the domain. You can have www and apex point to Teespring and have some other subdomain (like blog.peppertheapp.com) point to a site at Netlify, using Netlify DNS in that case is fine. It is just in a situation where there are no sites at all for the domain at Netlify, in that case using you registrar’s DNS is recommended.