That is exactly how it should work. When you install the wildcard certificate (*.domain.com) you should have been asked to provide a host name for the ZD. once that is done, any management access (direct management or webauth or Hotspot redirect should use the "https://hostname.domain.com
" as the redirect and all you have to do is to make sure you DNS server have an entry for the FQDN pointing to the ZD's IP.
If this is not how it's working please contact support, something is not right either with the cert or with how it was installed on the system.
Have you tested the cert on another system to make sure that the management of that system is via the FQDN?