Hi,
When you configured the blog in Windows Live Writer, there are 2 urls to enter, the blog url and the service url. Are you positive that when you set them up you used the correct host name for each in both urls?
I mean, the service url for the first blog should be
http://www.mydomain.com/metaweblogapi.ashx
and the second one must have
http://sub1.mydomain.com/metaweblogapi.ashx
Hope it helps,
Joe