Nope. You cannot transfer an existing email or phone from one MS account to another. It's plain impossible. That's why I was doubting you could create a new MS email address (from domains like hotmail.com, outlook,com, live.com or msn.com and maybe others) and add it as alias of an MS account. If the action that creates the MS address does also create a new MS account attached to it (with the address as main alias), you cannot use it for other MS account, and if you delete it as alias, you also lose the address and the messages.
You may not know that those two email addresses and two phones are associated to MS accounts. It's happened to me recently. In about 2010 I played a game that required a "live.com"
thing. I just did it as I only wanted to play the game and I couldn't care less about "MS accounts". In 2023 I "resurrected in error" this MS account for other purpose (I was actually trying to create a for me "new" MS account), but I started receiving some emails with gaming/Xbox offers directed to the fictitious 1st_name+2nd_name I had put (as if it was a nickname), I actually have accumulated some points I can use for MS gaming stuff. In 2023 I recalled the nickname but not its origin. In 2025 while digging about what to do with my next discontinued email addresses, I recalled the 2010 occassion and the origin of the account, that turns to be my oldest MS account (unless I have yet another I'm not aware about even now). Before I was thinking the oldest one was associated to my participation in the "MS forums" about 2013, again w/o knowing anything about MS accounts. I discovered it as MS account in 2021, at the same time I did a new MS account (this time knowing it) for my then new Windows 10 computer (aferwards updated to 11).
As said above, if you delete an MS email address from being an alias of an MS account, you lose the email address and the messages. If the address isn't from MS, you lose the capacity to add it as alias of any MS account, but not the Google, Yahoo, etc functionality it has.
The 3rd answer (4th post) of antspants' link
“The email is part of a reserved domain. Please enter a different email address.” - Microsoft Q&A seems promising. The text of the answer seems aware about the problem described above (how can I add an MS alias if it's been born as alias of another (maybe "invisible") account and I cannot transfer it????). I'd consider using a non MS address, it's way simpler and less risky.
As for ascertaining which MS accounts do you have attached to the MS email addresses and phone numbers you have tried (this is not necessary to change the main alias of your "known" MS account), try signing in to them with the alias you know and the password, or with the link "I have forgotten the password, please send me a new password" (or similar words) if you don't have the password.
There's a "2 years clause". Simplest case: if you don't sign in to an MS account during 2 years, it may be deleted. It hasn't happened to my 2013 account possibly b/c it's had some use. It hasn't happened to my 2010 one either b/c it has a balance in it (Xbox points or whatever name), one of the exceptions to this clause.