For a visual representation on how to move keywords from one domain, to another. Feel free to follow the GIF below.
If you prefer to do it step by step, then follow the instructions below:
Select the domain you want to move keywords from.
Go to the keywords list, and select the keywords you want to move.
Use filters to select the specific keywords you want to move.
Select "Edit keywords" and "Move to another domain", select the domain you want to move the keywords to, and hit "Save".