When I access my custom domain I’m redirected another URL.
When you access your application via its custom domain you are redirected to another URL
Heroku does not perform redirects of any type. As such, any redirects that occur are occurring from within your applications code.
Some DNS providers provide the ability to add redirect records - if you see the URL change from your custom domain to your herokuapp.com URL then you may have configured your DNS to forward as opposed to using a CNAME record.