Yes, you could create an user from your main or any other domain in which you might have. That should do the trick.
Did you find out why they needed such a huge email account ? Personally, I would be very curious in regards to this. Because by having your domain name as part of their email address would more or less associate them to you. If what they are doing is unlawful, you might get the heat from that too.
One thing you could do is try to sell them the idea of a domain name. This way, the email address would reflect their choice name. Sort of more professional for them and in some way disassociate them from you and your business.