Are you pointing the subdomain to a third-party platform for your blog/page?
Once I have more details on what you're trying to set up then I can help point you in the right direction on how to resolve this.
Trevor | Community Moderator @ Shopify - Was my reply helpful? Click Like to let me know! - Was your question answered? Mark it as an Accepted Solution - To learn more visit the Shopify Help Center or the Shopify Blog