WAF Configuration for Specific Sub Domain

Is it possible to select 1 or more sub domain to route thru WAF, by default all the websites under the domain routes thru WAF.

You should be able to do this, yes.

If you set a subdomain to Allow and then all other requests to Bypass with WAF as the selected bypass then requests to your specific subdomain should still hit the WAF going by:

You should be able to specify a priority by selecting priority here, make sure that your subdomain has a higher priority (that means a lower number) than your bypass: