Connecting a subdomain to a Zyro website is similar to connecting a domain.
If you don't have a subdomain yet, go to your domain's DNS zone and create a CNAME record that would point to connect.zyrosite.com.
Then, connect this subdomain to a website template at its Settings > Domain.
It should look like this:
Finally, click Continue and Done - you don't need to worry about any additional configuration, nameservers, etc., as pointing your subdomain to connect.zyrosite.com is enough 🚀
Give your subdomain up to 12 hours to propagate worldwide, and it will work like a charm.