Find $f$ and $g$ such that domain $(f\circ g)=\mathbb{R}$ and domain $(g\circ f)=\emptyset$
That's it, I can't think of any.
I've thought of $f(x)=-1$ and $g(x)=\sqrt{x}$, and then: $$f\big(g(x)\big)=-1$$ $$g\big(f(x)\big)=\sqrt{-1}$$
Which would in principle satisfy it, but the thing is, in $f\circ g$, can I say that the domain is $\mathbb{R}$? Or is it the same as the domain of $g$?
That's indeed impossible.
Assuming you are talking about real functions defined on subsets of the real line.
Suppose the domain of $f\circ g$ is $\mathbb R$. Then $g$ is defined for all real numbers, and $f$ is defined at least for $x_0 = g(17) \in \mathbb R$. Now since $g$ is defined for all real numbers, it is defined at $f(x_0)$, so $g \circ f$ is defined at $x_0$, hence its domain cannot be $\emptyset$.