
if intranet.mytenant.com is under your control then you may do this:
- create new IIS site on some server which is publicly available wit http binding set to intranet.mytenant.com (let's say this server has IP X.Y.W.Z)
- in DNS editor of your provider add A record for "intranet" subdomain of "mytenant.com" domain to point to X.Y.W.Z IP address (i.e. here you point intranet.mytenant.com to the server with IIS site)
- in IIS site add URL rewrite rule for redirecting traffic to mytenant.sharepoint.com (as example you may check Redirect traffic from single site collection in Sharepoint on-prem via URL rewrite IIS module. But instead of redirecting from single site collection you need to redirect all traffic so instead of "test/" pattern try to use "" so it will match everything)