Hi Priscilla.
Thank you for your answer.
As for your questions, I see the real address of the blog when:
– i try to enter in wp-admin
– sharing in facebook, twitter…
– rss feed contents
– embed related post in post, links are ok except in the logo of the blog.
When I look at the source code, canonical are correct, yoast-schema-graph and og:locale also as OK. When I see the links in the main contents blog, images, all show the correct mydomain/blog/ site.
In the meanwhile, I was reading some posts aboute reverse proxy, and it seems I should maintain the WordPress Address with blog.mydomain.com
and indicate in the Site address mydomain.com/blog/
Regards,