If your iframe is on subdomain.example.com and your WordPress site is on www.example.com you have to add
anywhere to the source code of your page of the iframe. On the parent page the plugin already does this for you.
After you have done this you can configure Advanced iFrame like you are on the same domain.
See https://developer.mozilla.org/en-US/docs/Web/Security/Same-origin_policy for the documentation of this setting.
Have fun using Advanced iFrame,