CNAME
s work entirely differently to his many people think they do, but the problem here also likely involves the web server.
CNAME
s map a (sub)domain to another domain. Because we are talking about web service ultimately this means converting a name to an IP address. What is happening in practice is your computers DNS subsystem looks up tumblr.wp20201111.blog and is referred to doigy.tumblr.com which then provides an A record with an IP address to the OS/browser.
The webserver then connects to the IP address resolved above and says - as part of the http(s) request - I want resources associated with tumblr.wp20201111.blog - (not doigy.tumblr.com). As the webserver likely does not know tumble.wp... it falls back to the defaults in the webserver and gives the final URL. Importantly, the server has no knowledge you want doigy.tumblr.com.
Unfortunately there is no method to do what you want (in the http/https protocol) at the DNS level. The closest you could come would be to configure your own web server to do the desired redirect or act as a reverse proxy.
tumblr.wp20201111.blog
and set a CNAMEtumblr.wp20201111.blog
pointing todomains.tumblr.com
.