Hello, @Pluemper, Thomas,
Great to know that the issue has already been resolved and thanks for sharing the solution so that others experiencing the same thing can easily reference this!
Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others(https://docs.microsoft.com/en-us/answers/support/accepted-answers#why-only-one-accepted-answer)", I'll repost your solution in case you'd like to "Accept (https://learn.microsoft.com/en-us/answers/support/accept-answer#accepted-answer-in-a-question-thread)" the answer).
Issue Symptom:
The author got "Resource does not exist or one of its queried reference-property objects are not present. DualWrite (Graph) RequestId: 692cd25a-bfdc-4511-b01c-249e5d28d547" while trying to create a new Distribution group in Exchange Online.
Resolution:
The issue has been resolved by waiting. He ran the Remove-DistributionGroup Powershell multiple time, but everytime he got an error. But suddenly the Group was away.
Hope you can consider accepting the answer as it could help other members of the Microsoft Q&A community who have similar questions and are looking for solutions.
Thank you for helping to improve Microsoft Q&A!
Best Wishes,
Alex Zhang