Many schools offer a customized major. I would contact the Adcoms and explain that you hope to do an independent major. You may need to take an extra year or two of college to complete your major, FYI, to fulfill requirements.
It can be wonderful to customize a major if you have a clear idea of what you want to do. For me, a clear focus is the key. Building your own major can be a way to get out of the “math” silo and the “psychology” silo and the “art history” silo and the “chemistry” silo, for example, and create a multidisciplinary venture where the disciplines “talk” to each other. Several really successful people have done this. If I have all of my facts right, I think that the guy who currently “owns” the Batman franchise did this (I think he decided to major in like superheroes or something at UofI at B and his advisors said: no way; and then when they heard his reasoning came to agree with him And then he did something like purchse the rights to Batman when everyone thought it was hokey or something like that. and now it’s a multi-billion dollar industry) and Will Shortz the editor of the NYTimes crossword majored in puzzles I think at UofI B too. If you have a focus of some sort, or see a way to get out of the “silos” of learning, great things can happen.
If you think about it, there are several multidisciplinary “majors” already out there, like any area studies major includes econ, science, history, language etc and crosses disciplines.
But as a parent I would strongly caution to think clearly about objectives. Ask your advisor to help you come up with a clear plan to achieve those objectives. As with everything else, focus, motivation, and hard work are keys to success here, IMO.