How to append the first line at the end of each line of a file with Sed

With awk:

awk '$1 == "NOTOK" {printf "%s", $0; next} 1' file

Since you're trying with sed ranges, here's one possible way to do it. The lines in your additional-values.txt follow the same pattern:

KEY[i++] = 'VALUE'; //etc

and as far as I can tell, each line should be inserted in a range that is always delimited by

var KEY = new Array();

and an empty line

so you could process additional-values.txt and turn it into a sed script that for each line does:

/^var KEY = new Array();/,/^$/{
/^$/ i\
KEY[i++] = 'VALUE'; // etc
}

that is, in /^var KEY = new Array();/,/^$/ range, insert line KEY[i++] = 'VALUE'; // etc before the empty line. You then use the script to process lists.txt:

sed 's/\\/&&/g' additional-values.txt | \
sed 's|^\([^[]*\).*|/^var \1 = new Array();/,/^$/{\
/^$/ i\\\
&\
}|' | sed -f - lists.txt

The first sed escapes any backslashes, the second sed processes additional-values.txt turning it into a script that is used by the third sed (via -f) to process lists.txt.
e.g. sample additional-values.txt content:

GoodDomains[i++] = '^stuff/here/'; \
BadDomains[i++] = '%XYZ+=?\\<>';
GoodNetworks[i++] = '|*{};:\'; // Malware\\
BadDomains[i++] = '\$.|&$@"#"!||';

the result of:

sed 's/\\/&&/g' additional-values.txt | \
sed 's|^\([^[]*\).*|/^var \1 = new Array();/,/^$/{\
/^$/ i\\\
&\
}|'

is

/^var GoodDomains = new Array();/,/^$/{
/^$/ i\
GoodDomains[i++] = '^stuff/here/'; \\
}
/^var BadDomains = new Array();/,/^$/{
/^$/ i\
BadDomains[i++] = '%XYZ+=?\\\\<>';
}
/^var GoodNetworks = new Array();/,/^$/{
/^$/ i\
GoodNetworks[i++] = '|*{};:\\'; // Malware\\\\
}
/^var BadDomains = new Array();/,/^$/{
/^$/ i\
BadDomains[i++] = '\\$.|&$@"#"!||'; 
}

this is then passed to sed -f - lists.txt so with e.g. sample lists.txt:

// Counter Variable to initalize the arrays.
var i= 0;

var GoodDomains = new Array();
i=0;
GoodDomains[i++] = 'aba.com'; // Phish - 2010-02-05

var GoodNetworks = new Array();
i=0;
GoodNetworks[i++] = '10.0.0.0, 255.0.0.0';  // NRIP
// GoodNetworks[i++] = "63.140.35.160"; // DNSWCD 2o7

var BadDomains = new Array();
i=0;
BadDomains[i++] = '.0catch.com'; // AdServer - 2009-06-16

//var BadDomains = new Array();

running:

sed 's/\\/&&/g' additional-values.txt | \
sed 's|^\([^[]*\).*|/^var \1 = new Array();/,/^$/{\
/^$/ i\\\
&\
}|' | sed -f - lists.txt

outputs:

// Counter Variable to initalize the arrays.
var i= 0;

var GoodDomains = new Array();
i=0;
GoodDomains[i++] = 'aba.com'; // Phish - 2010-02-05
GoodDomains[i++] = '^stuff/here/'; \

var GoodNetworks = new Array();
i=0;
GoodNetworks[i++] = '10.0.0.0, 255.0.0.0';  // NRIP
// GoodNetworks[i++] = "63.140.35.160"; // DNSWCD 2o7
GoodNetworks[i++] = '|*{};:\'; // Malware\\

var BadDomains = new Array();
i=0;
BadDomains[i++] = '.0catch.com'; // AdServer - 2009-06-16
BadDomains[i++] = '%XYZ+=?\\<>';
BadDomains[i++] = '\$.|&$@"#"!||'; 

//var BadDomains = new Array();

If you prefer gnu sed and process substitution:

sed -E 's|^([^[]*).*|/^var \1 = new Array();/,/^$/{/^$/ i\\\n&\
}|' <(sed 's/\\/&&/g' additional-values.txt) | sed -f - lists.txt