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Can be A record for third-level domain stored directly in TLD zone file, not delegating zone of subdomain with NS record? What about CNAME record for 2nd domain?

Alex78191
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Yes, so long as no zone cut appears between the TLD and the record that is being defined. A zone cut occurs when a nameserver no longer considers itself authoritative for a subdomain, either through presence of a delegating NS record (i.e. non-apex) or an "overlapping" zone in the server configuration that is more specific.

An authoritative nameserver receiving a delegation is authoritative for all records inside of the delegated namespace. Until it gives that authority away, it owns the entire namespace. Once that authority has been delegated away, it cannot provide an authoritative definition for any records inside of the zone cut. It can offer temporary, non-authoritative suggestions for nameserver IPs in the form of glue records, but that is a separate topic.

Likewise, there is nothing to stop the operators of a TLD from defining catch-call wildcard records barring a contract forbidding them to do so. This is typical with ICANN partnerships, but there are a number of TLDs which have no such restrictions and choose to engage in those practices.

As a side note, based on the context of one of your comments, I suspect you're really asking whether you can get the TLD to define one of these records for you. The answer to that is no.

The first two levels of the DNS hierarchy are managed by domain name registries. There are systems in place that allow DNS registrars to insert and remove delegations from these zones in very controlled ways, but what you are looking to do falls outside of that process. It is an unreasonable administrative burden considering the "shared" nature of those domains.

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Andrew B
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Yes, you can, I just tried that on godaddy and route53 with 6 levels (l1.l2.l3.l4.l5.l6.my-domain.com)

Hang
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  • I asked about opportunity to store A record for my-domain.com in com. zone file. – Alex78191 Mar 29 '16 at 01:49
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    @Alex That's not how you've worded it, though. You asked if it's possible, not whether it's possible for *you* to do it. (i.e. whether they will define one for you) Those are two very different things. :) – Andrew B Mar 29 '16 at 01:55
  • Can domain registrar offer for me this opprtunity to store `A` record in com. zone file? Or only `NS` record? – Alex78191 Mar 29 '16 at 02:00
  • @Alex I've updated the other answer to reflect what you're asking here. – Andrew B Mar 29 '16 at 02:07