It's actually a feature you have to add to your Marketo subscription -- and it'll cost ya, unfortunately. You should contact your account manager to appraise/start the provisioning process. It usually takes a few weeks because you'll be allocated a new server (which is pretty cool, considering).
Replacing a url just simply doesn't work in 2020. Does anyone found another working solution?
Sure it does! You need to include the technique at Really, finally winning the Marketo Forms vs. Tracking Protection battle.