I have this problem. We have redirect the domain example.com to hello.anotherdomain.com. The redirect works properly. In wordpress, we have changed the values of SiteUrl and Home with example.com on the DB in the table WP_OPTIONS in hello.anotherdomain.com .
add this lines to your wp-config.php file in your website root folder
define('WP_HOME','hello.anotherdomain.com');
define('WP_SITEURL','hello.anotherdomain.com');
worked for me Link to wordpres-codex
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