Same as above:
Can I create a CNAME record to point a subdomain to a webpage e.g. blog.example.com -> example.com/blog?
I would also like to know if I can do this to point subdomains to webpages on different websites.
e.g. bluesky.example.com -> bsky.app/profile/example.com
CNAMEs can only point to other domains. Redirects like that would be handled on the HTTP level, so you’d need a web server in the mix that sends requesters to the right place when they try to access the subdomain. It can redirect to anywhere, not just domains you control, so the Bluesky example would be handled the same way as the other one.