Adding a double subdomain structure

In our multisite installation we are using the domain mapping plugin to map custom URLs. It works great for most of our needs. We do have one issue, however. In some cases we need to add a double subdomain so instead of just sub.oursite.com we need sub.dept.oursite.com. When we do this it strips the site of https and throws an error/warning that they site isn't safe. It is possible to get around this?
Thanks!