How can I deny access to http://sub.mydomain.com/, but allow for (completely) http://sub.mydomain.com/test (or http://sub.mydomain.com/test/)
There is a magento back
Try create .htaccess file in sub.mydomain.com for deny, and in sub.mydomain.com/test for allow.
Or you can redirect from http://sub.mydomain.com/ to deny subdir.