Domdetailer will give only domain level data for Majestic... For our input https://domain.com, it returns the data for domain.com. Unfortunately Majestic considers it differently.
Yeah, they won't return URL level data for anything.
It's a limitation of DomDetailer.
I've complained about it twice, but they basically ghost me each time.
It's not well supported, but it works for the more important use-cases, at-least.

Scrapebox lets you pull Alexa Rank at-scale, but I don't recall if it's just domain level, or also shows url level data.
I read somewhere that Alexa is getting shutdown?
So, I'm not sure how long that's gonna be around.

There's also the Ahrefs Bulk checking section, but it's limited to like 500, or something like that.
Possibly less than that, actually, but I don't recall.
It's pretty small, really, so it's kind-of a bummer, but it's definitely a useful section.

There's also a premium plugin for Scrapebox, which uses the Moz API.
You can apparently use either free accounts or paid accounts.
I tested it, once, with a paid account from a shared subscription, and it had an unique use-case for bulk spam score.
Maybe if you made a bunch of free accounts, you could accomplish whatever you're trying to do.
There's definitely a limit per month to the API queries you can make, but I don't recall what it is, or how it works.

Lastly, https://www.domcop.com/openpagerank/ comes to mind...
It's got a free quota, and then you can also sign-up for an API key, which gives larger limits.
I haven't compared it to the more popular tools, but if you're looking for some kind of bulk frame-of-reference, then it's better than nothing, I guess.

That's all I can think of...
Best to you...