How to add sub domains at another web hosting?

I want to  run at a vps from hostgator, and to run at aother shared web hosting from hostgator also, and do not use redirect to achieve this. We all know if we deal redirect not well, it  is very bad for our sub domain seo.

2 steps, first we set to an ip of the new shared hosting from vps:

Access WHM:

Home » DNS Functions » Edit DNS Zone

and add:

forum 14400 in a, here is your new shared hosting ip.

second step, go to your new shared hosting cpanel, first an addon domain:,  then add sub domain name: