I want to create WordPress blog into its own directory (myshop.com/blog/).
First i create a new subdomain name "blog.myshop.com", then i create a directory with name "blog" and copy wordpress files there and had installed them. After that i process to this guide (Giving WordPress Its Own Directory), step by step. And...it's doesn't work =(
Is this even possible to handle a wordpress blog and shopify together?
I'm assuming you have another hosting account where you've uploaded the WP files and created the subdomain. As long as your DNS is setup to point blog.myshop.com -> WP and everything else to shop.myshopify.com then shouldn't be an issue.
Is the DNS controlled by the domain registrar or your server host?
Please check out my StoryBook ‑ WP Blog Connector app here: https://apps.shopify.com/storybook-wp-blog-connector
The app acts as a proxy, it connects your WordPress blog with your Shopify store. All WordPress posts/categories/tags and such are instantly available within your store.
You will find most of the WordPress features available, more we implement server-side caching under the hood, there is a good chance that your Shopify blog is way faster than your original WordPress blog.