How To Sort Two LARGE Columns

I have a list of domains (about 200,000) that looks like this:

I have a list of urls (about 1 million) that looks like this:

I want my results to only show this (since this is the only thing in the second file that does not contain anything from the first file):

I have tried programs designed to do this but they either (a) shorten everything down to the domain or (b) wont remove anything since the domains are part of a longer url in the second file.