blog.ephemerahq.com is redirecting to error.ghost.org, which is what is returning that error. It’s not DNS itself; it’s a configuration issue with the hosting. Your hosting isn’t set up to know to answer to the name blog.ephemerahq.com. Whatever means they provide to add a custom domain, you need to add that name to it.
Wow - thank you so much @i40west - I can’t thank you enough for your swift and thorough reply! It is so good to know that I can rule out the DNS config as the issue. I will dig into the hosting configuration. Again, sending you much gratitude!