Front-ending an SP with the NAM LAG?

Okay, internally, we have NAM and our NAM Identity server is functioning as an IDP.
We have another web server that is "hosting" the SP

If we wish to do an SP-initiated login, can we also front-end the SP with the NAM LAG?

ie:

Instead of user going to say:

https://sp.something.com/saml/SSO

(which auto-redirects you to the NAM IDP)

We have a DNS of say:

https://dnsoflagproxy/saml/SSO

I think that should work, yes?