@morten, couldn’t you do as @NigelG suggested and store the sub domain with the user? Of course, that would mean that a setup/configuration screen would be needed to enable the user to enter that information.
If the API Connector is like the API tab of the plugin builder (which is what I’ve been using), then you should be able to parameterize any portion of the URL (by using square brackets) so that you can inject dynamic data via the editor.