Can I use a CDN subdomain (such as instead of pointing my entire domain to CDN?

No. Other CDNs that allow you to use a subdomain are only using it for static content (images and other rarely-changing assets). functions as a reverse proxy in front of your entire site, and so the site itself must point to the CDN. This is what allows to reliably cache your site’s dynamic content on our global network, and to serve everything from cache in a locale-advantaged manner.