I do not understand
Please check the FAQs on actions, esp.
/t/967/1
on case conversion.
Could you please show us the string that you have used?
The double-shlash serves as separator between multivalue-fields, so leaving out the http:// bit might do the trick.
you would have to create that set of actions and action groups yourself and trigger them manually.
I do not understand: What kinds of words do you want to "finish"?
Where do you see the "in" and what is the purpose of a message?
Yes, see the Convert-functions for that or apply an action of the type "format value" to either _FILENAME or _DIRECTORY.
This is also dealt with in the FAQs
/t/8016/1