Hmm, now I don't understand it anymore...
With the above setup my domains were working, both the one on shared and dedicated IP, but for some reason my subdomain was simply showing the content of the main domain...
I tried all different Varnish settings and nothing worked, but in the end I went back to DISABLE Varnish multiple IP option and after many times saving the exact same settings, all of a sudden all domains + subdomain are working...
I have noticed in the past few months using the panel that many times the Varnish settings don't get saved properly and that you have to do the same thing 3 or 4 times before the settings are saved correctly, this time it looked to be the same.
So at some level I am happy that all is working now, but since I don't know what actually caused all my misery and the misery from other posters, I cannot help but feel that Varnish needs to be looked into more as it always gives problems, in my case most likely due to not saving settings correctly.
Hope you can fix it in some newer version.