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There's no native way to do this. You'd have to maintain a domain list, using a webhook to both read/write from the list and set a lead field (like ExistingDomainDetectedDate) accordingly.
Or you could use a simpler webhook just to parse the domain out into its own field, then you could use a duplicate constraint.
(Of these, I'd do the former.)
Or you could flip it around and use SFDC to do the lookup, as it has better native functionality for the search.