I'm using the QnA Maker service for the first time and I went to Create a knowledge base.
In step 1, Create a QnA service in Microsoft Azure, I created an Azure QnA service. This created successfully.
In Step 2, Connect your QnA service to your KB, I select my Azure Directory, my Azure Subscription, and then I can see the QnA service in the dropdown menu, but it is greyed out and I can't select it. No idea why I can't select it and I can't find anything relevant from internet searches. I've deleted and recreated the QnA service a few times. Greyed out QnA Service
A few things you could try out:
Hope this helps!