I have install wordpress at example.com/blog Cloudflare SSL Full (Strict) is enabled with Origin CA certificate installed.
Force HTTPS redirect is enabled on server origin and also on Cloudflare. but i want to redirect blog.example.com to example.com/blog 
Here is my htaccess of example.com/blog

RewriteEngine On
RewriteCond %{HTTPS} off [OR]
RewriteCond %{HTTP_HOST} !^www. [NC]
RewriteRule ^ https://www.example.com%{REQUEST_URI} [L,R=301]

And here is my blog.examample.com htaccess

I have RewriteEngine On

# Redirect blog.example.com to example.com/blog
RewriteCond %{HTTP_HOST} ^blog.example.com$ [NC]
RewriteRule ^(.*)$ https://example.com/blog/$1 [L,R=301]

# Redirect example.com/blog to blog.example.com
RewriteCond %{HTTP_HOST} ^example.com$ [NC]
RewriteRule ^blog/(.*)$ https://blog.example.com/$1 [L,R=301]

Now if I check blog.example.com is not redirecting to example.com/blog what is the mistake I did?