Pathologic breaks my external links
Pathologic settings are on the text format.  So you'd go here: admin/config/content/formats and click "configure" next to the format you want to tweak.  If it's a format that has Pathologic selected for it, then you will see a "Correct URLs with Pathologic" vertical tab down near the bottom of the page.  The settings are in there.

It sounds like you have anotherdomainwehost.com in the list of "all base paths for this site".