Com um único comando awk :
awk '{ print $2 > "domains.txt"; print "http://"$3 > "domains_http.txt" }' file
Resultados:
> cat domains_http.txt
http://www.at.ask.com
http://www.maps.googleapis.com
http://www.litscape.com
http://www.loc.gov
http://www.mbu.edu
> cat domains.txt
at.ask.com
maps.googleapis.com
litscape.com
loc.gov
mbu.edu