use a sniffer likehttp://www.nirsoft.net/utils/dns_query_sniffer.html
This exactly shows in real-time what domains are being queried.
But to make your life easier, these are the domains being queried when using the Facebook Messenger for Windows:
www.facebook.com
orcart.facebook.com
fbstatic-a.akamaihd.net
api.facebook.com
orcart.facebook.com
fbexternal-a.akamaihd.net
fbcdn-profile-a.akamaihd.net
graph.facebook.com
fbcdn-dragon-a.akamaihd.net
to block chat
http://www.facebook.com/ajax/presence
*facebook.com/ajax/chat*
*facebook.com/images/chat*
*facebook.com/ajax/presence*
*.channel*.facebook.com/x/*/false/p_*
will update this post with the blocking ways