I just spend at couple of hours yesterday on this problem...
Did you edit the index.php file so it points to your context name?
$modx->initialize('yourContextName');
And do it include the config.core.php? See
http://rtfm.modx.com/display/revolution20/Creating+a+Subdomain+from+a+Folder+using+Virtual+Hosts
There are a trailing slash after the value for site_url and base_url, but not for http_host!
If you got it to work, then the next part can properly save you for some time:
You can try this in your context settings:
Key: link_tag_scheme
Value: full
And if you are using GetResources add this to your snippet call:
&context=`yourContextName`
&scheme=`full`
If you are using Wayfinder add this:
&contexts =`yourContextName`
&scheme=`full`