Make one netlify site a subdomain of another netlify site with a custom domain

I’ve found some other posts related to this but it doesn’t seem like they address what I’m trying to accomplish, or at least not in a way that I’m understanding.

I have one site, with the custom domain using netlify nameservers. I then have another site which I want to present.

I tried adding an alias for the govwatch subdomain to point to but that doesn’t seem to be working (see images below).

What am I doing wrong? How do I go about accomplishing this? details: details:

You can add the subdomain directly to the site and a record will automatically be created.