Webflow’s redirects do not support domains in the redirect-from, so you cannot distinguish these as blog-specific requests.
However if your DNS is running on a service like Cloudflare, you can use cloudflare rules specifically to redirect e.g. https://blog.mysite.com/* to https://www.mysite.com/blog/*.
Then you don’t even add the subdomain to Webflow. The redirect occurs before Webflow ever receives the request.
It will be important though that your blog-item slugs match the original article paths if you want a seamless transition. In cases where this is not possible, you should be able to;
Do a redirect map in Webflow from https://www.mysite.com/blog/OLD-NAME to https://www.mysite.com/blog/NEW-NAME, for each article.
Build an intelligent 404 page that helps the user find the article they were looking for via the site search feature.