Which HTTP headers to use for subdomain embedding?

I was able to figure out that because Lightsail uses a Bitnami deployment of WordPress, Bitnami overrides the .htaccess file.

Instead you have to update the /opt/bitnami/apache2/conf/httpd.conf file by adding the following content:

<IfModule headers_module>
    <IfVersion >= 2.4.7 >
        Header always setifempty X-Frame-Options ALLOW-FROM https://*.example.com
    </IfVersion>
    <IfVersion < 2.4.7 >
        Header always merge X-Frame-Options ALLOW-FROM https://*example.com
    </IfVersion>
</IfModule>

Reference:
https://docs.bitnami.com/bch/apps/livehelperchat/configuration/enable-framing/