Hi @Vasily Zaytsev ,
Normally, one connection is needed for the entire forest. Could you please describe how you set up this connection?
You can try to check whether this connection has a filter set and whether it contains the subdomain you want. You can also check whether there are any error messages in the ULS log. By default, the location of log is C:\Program Files\Common Files\microsoft shared\Web Server Extensions\15\LOGS.
Reference:
https://learn.microsoft.com/en-us/sharepoint/administration/configure-profile-synchronization
https://sharepoint.stackexchange.com/questions/128292/do-i-need-to-setup-separate-user-profile-sync-for-each-child-domain
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