Connectivity from SiteMinder to VIP AuthHub is available at "VIP Authentication Providers" section in SiteMinder AdminUI.
By default, there is no Vanity Domain, only the "Tenant Management Issuer URL" is configured and will be tested for connectivity.
Once Vanity Domain is configured, test connectivity will test against both domain URLs.
This is how SiteMinder will fetch some information to populate in the Authentication Scheme.
Both connectivity must suceed.
There will be a problem if customer's environment blocks certain URL so unable to satisfy both connectiviry to be successful.
This is a feature enhancement which is planned for future releases.
Separate proxy configuration will be available to allow connectivity to both URLs.