I followed the instructions from
https://www.netlify.com/docs/redirects/#handling-hostnames-and-protocols-differently
here is my _redirects
https://mysite.netlify.com/* https://mysite.org/:splat 301!
https://mysite.org/subfolder/* https://subdomain.mysite.org/:splat 301!
Problem solved as I was writing this…
since I am using a build command and a dist folder, the _redirect file must be in the dist folder after build, in my case using Nuxt, I had to put the _redirects file in the static folder of the root directory of my Nuxt app.