I'm replying to myself, I figure it out, maybe it is bug/feautre in kloxo panel.
Example is for: test.my-domain.com in cname to new.my-other-domain.com
You can only add subdomain for CNAME in Manage DNS in kloxo MR 6.5.0.f, you can't add in value some other/full domain name.
How to do it:
1. choose in panel your domain name, my-domain.com
2. click Manage DNS
3. Add CNAME
4. enter desired hostname, for me: test
5. NOTICE: now add value: temp (not full domain, because kloxo system will not allow it)
6. then click on ADD
Now you have:
test.my-domain.com. 86000 IN CNAME temp.my-domain.com
and you want this:
test.my-domain.com. 86000 IN CNAME new.my-other-domain.com
7. Click Manage DNS again, select previously added test, click on test
8. in value you can finally add full host name, for example new.myotherdomain.com. - notice that you must add dot at the end.
Dot means that this is full name domain, if you don't add dot at the end, it means that this is only your subdomain name, so you will get new.myotherdomain.com + my-domain.com =
new.myotherdomain.com.my-domain.com
That's it.
