It isn't currently possible to modify a feature service domain in ArcGIS Pro. It is a popular request ( ) - it's just that the way domains are stored in a geodatabase (which is what Pro understands) and how they are stored in a service (which is what ArcGIS Online understands) is different. So a "translator" needs to be built so that everything works between the two applications. That's my understanding of it at least.
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