I am trying to change language url format to different domain per language, but as soon as I try to save the domain, it says its not valid. I am sure its valid, becuase the domain is accessible.
sometimes this can happen if WPML can not validate the domain due to server restrictions.
If you have set up the domain correctly as per our docs, you can uncheck the "Validate on save" box and save settings. If all is set up correctly it should work fine in the front end.