You're welcome. If your web host cannot do it, and they are able to provide an IP address or CNAME you can use to connect to your web space instead of Name Servers, we would be able to use our DNS and assist you in the set-up.
You won't be able to use our DNS to create the subdomain, since you are using 3rd party Name Servers on the domain. You'll need to set up your subdomains with your web host as well.