I have a slightly different network setup - but it works:
wp.example.com (primary site)
something.example.com (network site)
Normally WP creates subdomains such as something.wp.example.com, but it is possible to change this after the site is setup, which is what I am doing.
When I set the site up, and save, the new site defaults are carried over, but the SSL Host field is empty. Is this because of how I have it setup?