Hey @peteris
Replied to your support request, also posting here for anyone else who might have a similar question.
One way you could send a path of your domain to your Gatsby website would be through a 301 redirect. However, this would just be a redirect and would still display as the subdomain after the redirect occurs.
Another possible solution that requires some applications outside of Webflow is to use a Reverse Proxy Server, where you can put a reverse proxy server between Webflow and your domain so that you “pull” pages in from Webflow and manage the URLs for the domain in your Reverse Proxy server. You could then also pull your Gatsby site into the appropriate URLs you wish it to have.
Here is a post that mentions how to set up a Reverse Proxy.
Cheers!