Having both an apex domain and custom subdomain -- can't resolve the subdomain

I have my CNAME file in my github repo go to my apex domain (mysite.com) which works perfectly. But I also want to add a custom subdomain (blog.mysite.com). This blog site will not part of github and is a separate platform – posthaven.com.

So I went to my DNS and created a CNAME that takes my subdomain (blog.mysite.com) and points it to myblog.posthaven.com.

I’m having trouble getting the subdomain site to resolve. Do I need to do anything to my github repo or settings, like add the subdomain to the CNAME file? The documentation says that I shouldn’t have more than one domain in the github CNAME file, so it only contains the Apex domain.