Headless WordPress on Subdomain

You should be able to do this on the Netlify DNS settings page for this site. Keep in mind that you will also have to change the name of the site in WordPress to reflect the fact that it is running as a non-www subdomain, or else your WordPress instance will lock up tight as a drum. If that happens, you will have to go in with phpMyAdmin (or the equivalent) and update the subdomain name in the MySQL database.

Alternatively, assuming you have WordPress running on a host somewhere where it has an internal “non-custom” domain (such as yoursite.wpengine.com), just use that assigned domain name, as there should be no one but you visiting it.