Howdy!
As you’ve guessed, Netlify is based on a one-site+sourcebase-per-hostname model, however, it is quite possible to stitch things together from multiple sites under a single namespace. Maybe more effort than you want, but possible:
DNS has no way to “point a directory” anywhere, but you can point, either via proxy redirects (more complicated, more seamless for your visitor) as described there, or via straight 301 HTTP redirects (“this content has moved to https://othersite/otherpath”) that the browser will follow automatically (more details here: Redirects and rewrites | Netlify Docs). I’d actually suggest the 301 redirects since those aren’t “visitor facing” (they are your-client facing, but you can say “hey you will still go here, but you will see a different URL in your browser when the page finishes loading, same interface as always though!”)
So, I don’t think you’ll have to change anything on the wordpress side to accomplish this - just let your clients know that their browser will take them to the same editing interface (at your wordpress service) based on the same path they always used which you’ll create a redirect for (each case of).
Let me know if it doesn’t sound like it would help or if I missed the point of your question - we had some internal debate as to whether I am answering your actual question or not 