I'm assuming you already enabled heroku labs:enable websockets
since your herokuapp
domain is working properly.
I have a hunch your DNS query is hitting a Heroku endpoint that doesn't support websockets, i.e. it's cached from before you enabled the websockets functionality.
If this behavior only happens on a single client, try flushing your DNS cache and trying again. Alternatively, make sure the DNS records for both of your domains are resolving to the same IP.