Since I did NOT my domain as a Wild Card domain in WP Engine:
Log into to the domain manager and create the suddomain(s) needed
Point the subdomains to the WP Engine’s CNAME for the install: yourselectedinstallname.wpengine.com
Click my heels three times and sung to myself, “there’s no place like home. There’s no place like home…”
Do you need to do this step if you set the wildcard in WP Engine?
As far as I know, you do not need to.
Otherwise, the WP Engine Multisite setup feature works quite well
To this point, it caught all the settings. In fact, when I was trying to explain to the first chat support rep, he sent me to the article on how to set up Multisite in WordPress. This article showed me how to confirm all the settings were correct in WordPress. I took the time to go over the settings to confirm they were correct.
It was the error message I was getting that tipped me off
Once the settings were correct, it dawned on me: no wildcard, no auto creating subdomain.
Before anyone rips on me too hard…
…recall I have my own platform that automatically creates subdomains for sites. I wasn’t even thinking about this issue potentially being an issue.
Set the Subdomain, and the rest of the WP Engine Multisite setup goes smooth.
If there’s a glitch, the 24/7 tech support is quite good.
Additional resources on setting WordPress Multisite