Problem with DNS zones setup

Hello.

I have a problem related with DNS:

I have 2 dns zones in my WHM:
-domain1.com
-domain2.com

I want to do this redirection:
aaa.domain1.com → aaa.subdomain.domain2.com

My zones setup is this one:

In domain1 zone:
aaa CNAME aaa.subdomain.domain2.com

In domain2 zone:
aaa.subdomain A IP-of-domain2.com

The problem comes when I try to open aaa.domain1.com, it never reaches aaa.subdomain.domain2.com, and it shows the cPanel's “Default Website Page”, like if it was a new account.

Anyone has some clue about what I’m doing wrong? Thanks.