I have an A record for Pihole and a CNAME record for another docker on :8080 pointing to pihole.mydomain.com. I was definitely able to access the other domain at one point. Not sure when it stopped working.
Been having issues with Traefik and some other dockers and noticed this issue while trying to access traefik.mydomain.com.
Only http://pi.hole will automatically redirect to the admin page. If you use anything other than pi.hole then you'll need to go directly to http://<custom>/admin/.
This is a security feature to prevent someone external to your network being able to access the admin page.