Creating a subdomain on a different IP than the main domain

[ChristofS]

I guess I just don't understand the DNS logic correctly - here is what I'm stuck with:

I added a subdomain to my main domain like: sec.maindomain.tld. Since I want to add a SSL certificate to the subdomain, I want it on a different IP-adress than the main domain. The second IP-address is available in Plesk all right. But when I set the IP address to the other IP address in the hosting settings, I get a warning, that the 'old' IP address is associated with the subdomain.

How do I configure this correctly?

Thanks in advance!