Proxy redirect to another WordPress site

I want the URL to show main domain with subfolder path. For example, when I typed greggaven.online/wp in the browser, it will show the page of nointervention.wpengine.com, greggaven.online/wp/blog will show nointervention.wpengine.com/blog and so on. The browser will show the URL of the main domain greggave.online/wp/* but displays the pages from WordPress.

I have tried this Can I deploy multiple repositories in a single site? and it works but in this case, the second website is in another repo and also hosted on Netlify. If you are referring to this, I don’t think this _redirects file approach will work on my case with another WordPress site on WP Engine.

“I would think you could accomplish this with an instruction in your _redirects file.” ← If you are referring to another approach (not the above), can you share with me how to do that? Please feel free to correct my understanding as well