Redirect from Github Pages to custom subdomain not working

I have two projects on Github which both belong to the same Github "organization". Both projects have a gh-pages branch which I'd like to serve under a custom subdomain. Configuring this correctly turns out to be quite hard, despite several Github documentation pages and helpful SO posts such as this one.

Here's what I have so far:

DNS Configuration

proj1.mydomain.com has a CNAME record pointing to org.github.io.
proj2.mydomain.com has a CNAME record also pointing to org.github.io.

nslookup proj1.mydomain.com returns:

Name:     github.map.fastly.net
Address:  185.31.17.133
Aliases:  proj1.mydomain.com
          org.github.io

For proj2, the alias says proj2.

Github Setup

org/proj1 has a gh-pages branch with a CNAME file on it that says

proj1.mydomain.com

For proj2, the CNAME file says proj2... as well.

The organization has no special configuration or website, as we only care about the two projects.

Behavior

org.github.io/proj1/: Content OK, but no redirect to proj1.mydomain.com
org.github.io/proj2/: Content OK, but no redirect to proj2.mydomain.com
proj1.mydomain.com: works OK
proj2.mydomain.com: works OK

How can I get that redirect to work as it should?

The apex domain mydomain.com (just like www.mydomain.com) is not involved in all of this; I currently have subdomains and Github projects only. Also, I do see the Your site is published at http://proj1.mydomain.com message as suggested by the Github docs.

Solution

I have the same problem with one subdomain and the last paragraph on this page seems to close the door to a solution for a natural redirect.

Maybe some javascript can do the trick to redirect from user.github.io/project to project.mydomain.com. You just have to be sure to include a canonical link in you head to avoid the duplicate content drawback.