This might be kind of clunky as I am a bit of a beginner as well... 
 I suggest adding a second column to your CSV file (I recall the documentation saying that a csv file must have at least 2 columns anyway.).   Like this  
DOMAIN, FLAG  
company.com,0  
comp2.com,0  
comp3.com,0 
 The value in your new, second column is the same for every row (in this example "zero") 
 | inputlookup whitelist_domains.csv  | rename DOMAIN AS domain 
 | append  
[search  yourQueryHere | stats count BY domain] 
 | stats sum(count) AS Count, values(FLAG) AS Flag BY domain  
| where isnull(Flag) 
 This will give you a list of the domain that are not in your whitelist (along with a count of events if you care) 
						
					
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