I'm strongly against hard locks, limiting players' freedom to make a weird combination of deity, domain, sex and race.
At the same time, some players might want to make sure they create something sensible despite not being DnD lore experts. That's why I think there should be a flag raised if you are about to venture forth with something weird. But you should be able to say "ok, I stick with it anyway".
An idea might be something like what is done in the character appearance selection. For many choices (eye colour, skin colour, etc), you are given a short lists of options that should go well with your choice of race. But you can tick/untick a box and have access to the full list of options.
For deities and domains, your previous choices might give you a list of usual suspects, but then you could click to access the full set.
Most likely, we should choose deity first. The game would then provide the list of 2-4 domains this deity is reasonably or usually associated with.
