If they can do the re-direct on their DNS / edge - like we do with CloudFlare - you do NOT need to add those domains to Pantheon. By the time it gets to pantheon it is using the “master” domain with the URL pointing to the location
If they cannot do the re-direct (or more likely they do not know how) - then we do the re-direct in code
In this case you need to add the domain to pantheon and I need to add some custom code to do the re-direct for the site.
