You want to add a domain name in a subdomain of your zone, but don't want to create a new zone and delegate it from your current zone.
Just add the records associated with the new domain name, specifying the subdomain in the domain name. For example, to add the domain name a.b.foo.example to the foo.example zone, you could add this record to the foo.examplezone data file:
a.b.foo.example. IN A 10.0.0.4
Doing this implicitly creates the subdomain b.foo.example and the domain name a.b.foo.example. The subdomain b.foo.example is part of the foo.example zone (as is the domain name a.b.foo.example), and will be included in transfers of the zone to slave name servers.
If the origin in the zone data file is foo.example, the default, you can also write the record as:
a.b IN A 10.0.0.4
Sometimes the solution to a problem is just the most obvious of the possibilities. That's the case both with setting up round robin and with this problem. But many administrators -- even the very experienced -- aren't accustomed to adding domain names to their zones that have multiple labels to the left of their zones' domain names. They think of the domain names in their zones as always having the format host.domain-name-of-zone, rather than any number of labels ending in the domain name of the zone.
2.9.4 See Also
For more on intrazone subdomains, see "Creating a Subdomain in the Parent's Zone" in Chapter 9 of DNS and BIND. If you do want to delegate the subdomain and create a new zone, see Section 6.2.
BIND Name Server Configuration
BIND Name Server Operations
Delegation and Registration
Interoperability and Upgrading
Resolvers and Programming
Logging and Troubleshooting