Though I don't know how to do the third, Terminal.app supports the first two. Command+double-click opens URLs, and you can select the content of the last command with Edit > Select Between Marks or shift-command-A. (Terminal.app automatically adds a mark each time it detects a new prompt, unless you turn that setting off in Edit > Marks.)
This is actually one of those cases where the ease of doing it makes a real difference to me… iTerm2 does both of those on a single click, and that makes it vastly more likely that I’ll use them. (Completely a matter of taste, I’ll admit.)
