How to change the hostmaster mail adress in DNS

I have a domain and it seems the "hostmaster" e-mail address is assumed as "[email protected]". However, this address does not exist and it is not visible in the DNS entry.

==> So how can I change the DNS entry such that the "hostmaster" is directed at an existing mail address? (like "[email protected]"?)

Background: I have a domain, which is registered at some provider, and is pointing to a virtual server running at this provider. However, the nameserver is maintained at Microsoft (microsoftonline.com)

Now I want to add a SSL certificate. Therefore, the provider is sending an e-mail to the "hostmaster". However, this address does not exist. So I want to change it, and I must change it at microsoftonline.com, but I am stuck.

The "hostmaster" address and other such addresses (like postmaster, webmaster, etc) are purely convention-based (and codified as part of RFC2142).
As such, there is no way to redefine these addresses in themselves, you would rather have to set up your mail server to deliver these to appropriate mailboxes.

The reason why such names are the options you pick from in this context is probably entirely based on a strong expectation that these names are not assigned to just any user but someone actually designated as responsible for the operation of the domain name.

There is a related concept for contact information to the person managing a DNS zone, which is the SOA RNAME field in DNS, however I don't expect the CA to necessarily use this.