Want subdomain to stay visible in address bar

Hello. I have a blog set up in mydomain.com/blog with a subdomain configured to show blog.mydomain.com in the address bar. When clicking deeper links within the blog, the address bar will show mydomain.com/blog/folder/subfolder/.../file. Is there a way to set up a redirect in cPanel so that the internal blog links will show as blog.mydomain.com/folder/subfolder/.../file? Or is this only feasible through editing .htaccess? Thank you.