There are 2 steps needed to mask the redirect link in RR Links with your own domain:

1. Go to the DNS management of your domain hosting.

Method A: To use a sub-domain for masking, add a CNAME record. Enter as the target of the CNAME record and pick any subdomain you want to use for masking.

Method B (WARNING: Do NOT use this method with the main domain of your Shopify store. This will break your Shopify domain and it will no longer resolve to your store!) 

To use your root/main domain for masking, edit the A record, and set the IP address for that to 

2. Go to the RR Links Settings tab and enter your masking domain into the Masking Domain field at the bottom.