Vanity URL Redirect

I forgot to mention that we have GTM in the middle, so the question how do we use the redirect server while maintaining the high availability. In the irule below:

when HTTP_REQUEST { if { [HTTP::host] equals "my-app-111.vanity-url.com" } { HTTP::redirect "https://my-app-111.mycompany-actual.com/idp/startSSO.ping?PartnerSpId=my-app-111";; }

Do we have to create a CNAME that points from the vanity URL domain to the GTM domain to then load balance between the two LTM VIPs that for the redirect to the actual URL? If so any configuration examples on what would be required on both the GTM and LTM?