We had to use nginx and host two completely different apps to do this. It does not seem easy at all to integrate react-admin with another application already using react-router. The documentation provides some help, but the documentation also is often difficult to follow so I was very trepidatious of copying and pasting it's code to try and do this.
Ovverall I've been more frustrated with react-admin the longer I use it; I think there are some great things about the project but the documentation is not well-organized, there's no easy-to-read API reference, and there are a lot of leaky abstractions in that you really have to understand the material-ui, react-final-forms, and of course react-router packages to do anything even remotely 'outside the box' with react-admin.
Sorry to vent, but, my two cents is, split the app or use a different tool.