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These are a type of similarity relation from a dual Markov process towards a primal process, enabling the transfer of information between the two. They have been used, for example, by \\textit{D. Aldous} and \\textit{P. Diaconis} [Am. Math. Mon. 93, 333--348 (1986; Zbl 0603.60006)] to analyse the convergence to equilibrium of the top-to-random shuffle.\\N\\NThe goal of the current article is to investigate when it is possible, and how, to transform a given Markov intertwining relation when the primal Markov chain is conditioned to stay in a proper subset of its state space.\\N\\NLet \\(P\\) be a transition matrix on a finite state space \\(V\\), and denote its corresponding discrete-time Markov chain \\(X = (X_n)_{n\\ge0}\\). The dual Markov chain \\(Y = (Y_n)_{n\\ge0}\\) takes values in another finite state space \\(W\\), and its transition matrix is denoted \\(Q\\). An \\textit{algebraic intertwining relation} holds from \\(Q\\) to \\(P\\) if there exists a Markov kernel \\(\\Lambda\\) from \\(W\\) to \\(V\\), called the \\textit{link}, satisfying \\(Q \\Lambda = \\Lambda P\\).\\N\\NA more precise intertwining relation is also considered, enabling coupling of \\(X\\) and \\(Y\\). Further assume that for any \\(x,x' \\in V\\) with \\(P(x,x') > 0\\) there is a Markov kernel \\(K_{x,x'}\\) on \\(W\\) from this, define the Markov kernel \\(K\\) on \\(V \\times W\\) by\\N\\[\\NK\\bigl( (x,y), (x',y') \\bigr) := P(x,x') K_{x,x'}(y,y').\\N\\]\\NA \\textit{probabilistic intertwining relation} from \\(Q\\) to \\(P\\) holds if\\N\\[\\N\\textstyle \\sum_{x \\in V} \\Lambda(y,x) K\\bigl( (x,y), (x',y') \\bigr) = Q(y,y') \\Lambda(y',x').\\N\\]\\NSumming over \\(y' \\in W\\), the algebraic intertwining relation is deduced. Conversely, \\textit{P. Diaconis} and \\textit{J. A. Fill} [Ann. Probab. 18, No. 4, 1483--1522 (1990; Zbl 0723.60083)] showed that it is always possible to associate a probabilistic intertwining relation to an algebraic one, with the same \\(\\Lambda\\).\\N\\NThe purpose of the paper is to investigate the behaviour of a Markov intertwining under the conditioning that the primal \\(X\\) stays in a proper subset of \\(V\\). Three examples are studied.\\N\\begin{itemize}\\N\\item[1.] The discrete version of the Pitman intertwining between Brownian motion and the usual random walk on \\(\\mathbb Z\\) conditioned to stay in a finite segment (aka, the Bessel-3 process)\\N\\item[2.] The top-to-random shuffle, with the card initially at the bottom conditioned to stay in the top half of the deck after reaching it\\N\\item[3.] Absorbed birth-and-death chains conditioned not to be 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