Jira internally will not change the URLs for any hyperlinks it generates once you land in Service Desk. So Nic is correct; you can create something like "help.domain.com" using a reverse proxy, but once you actually arrive there, any links the user clicks will go someplace like "jira.domain.com/portal/customer/94".
I'm sorry if that's not the answer you're looking for! Unfortunately it's how the system works right now. There is an open feature request to allow custom URLs: JSDSERVER-1627 - I recommend watching and voting on that feature request. For more information about how Atlassian prioritizes feature requests made on jira.atlassian.com, check out this Community post.
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