Currently, when trying to create custom fields on the UserTerritory2Association object throws below error:-
Unable to Access Page The value of the "entity" parameter contains a character that is not allowed or the value exceeds the maximum allowed length. Remove the character from the parameter value or reduce the value length and resubmit. If the error still persists, report it to our Customer Support team. Provide the URL of the page you were requesting as well as any other related information.
Currently, creating custom fields on the UserTerritory2Association object is not supported.
We have an Idea Exchange for this. https://success.salesforce.com/ideaView?id=0873A000000PTHeQAO
004519283

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