As the problem highlighted in this thread: https://premium.wpmudev.org/forums/topic/sucuri-cloudproxy-compatabile-with-domain-mapping?replies=6#post-786712 and as Sam said "The only thing that may stop from functioning would be DNS validation when you wanna map a new domain and the rest should work just fine. But still i recommend testing with a demo/short account from Succuri CloudProxy."
That's right, adding a domain alias in domain mapping plugin stopped working. So how to make this work? Unless a domain can be mapped to a sub site..users won't be happy..any clues on how to make it work?