You shouldn't use Web Forwarding to achieve what you want. You should add a CNAME entry on GANDI for mysubdomain
on your mydomain.com
domain with a value of something.heroku.com
. You should then add a custom domain to your application via heroku domains:add mysubdomain.mydomain.com
- it looks like you've already done this last bit.
This means you will be able to navigate to mysubdomain.mydomain.com and the address bar will rename as this.