Hello,
first of all sorry for late reply, we have been very busy here lately.
This problem should not be connected directly to JoomSEF compoenet. It works only with the URL part behind the Rewrite base specified in your .htaccess file. Therefore, the domain name should be left untouched by JoomSEF.
In my opinion, if you manage to configure this for Joomla in general it should also work for JoomSEF. There can be two sources of problems: 1. Apache configuration which instead of using aliases, points everything to the main domain of yours and thus original URL is rewritten; 2. the Joomla core itself, where the site's base URL is specified
Hopefully this helps you a bit finding some solution.
Best regards,
Michal