There’s a couple of different ways that might work, but both rely on using Apache/NGINX directives.

Method 1

Setup WordPress MS at mydomain.com, create an admin.mydomain.com site and then redirect mydomain.com to admin.mydomain.com. All additional sites would naturally be subdomains to mydomain.com.

Method 2

This is basically the inverse of Method 1. You should be able to use a plugin, such as https://wordpress.org/plugins/wordpress-mu-domain-mapping/ (it hasn’t been updated in a few years, but it still works for me), to map site1.admin.mydomain.com to site1.mydomain.com. The downside is that this will require a manual entry for each new site you add (although this probably could be automated).