Anything that that doesn't already exist. When you setup a database, its actually on a "database machine", not a "web machine". So you need a new sub-domain that points to the "database machine".
You can use a naming convention of your choice, such as "mysql.mydomain.com" or the name of the database "database-name.mydomain.com" for example. Just remember database names use underscores where as hostnames use hypens.
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