Is there anyone who has the similar situation and migrated the mail
with cutover sucessfully?
It's obvious that if you can't create the migration endpoints then you can't perform a cutover migration.
Furthermore, how could anyone have been successful if they weren't able to create the migration endpoints?
If you can't create migration endpoints then ...
After some considerable back-and-forth with Microsoft support, the issue is that for Exchange Online the group you're using for your scope needs to be specified by distinguished name.
$DG= Get-DynamicDistributionList - identity "Rob test".
New-ManagementScope "Rob Scope" -RecipientRestrictionFilter "MemberOfGroup -eq '$($DG.DistinguishedName)'"