chr1	17345304	17345315 	SDHB	
chr1	17345516	17345524 	SDHB	
chr1	93306242	93306261 	RPL5	
chr1	93307262	93307291 	RPL5
chrx	153295819	153296875 	MECP2	
chrx	153295810	153296800 	MECP2

chr1	17345375	17345453	SDHB_cds_0_0_chr1_17345376_r	0	-
chr1	17349102	17349225	SDHB_cds_1_0_chr1_17349103_r	0	-
chr1	17350467	17350569	SDHB_cds_2_0_chr1_17350468_r	0	-
chr1	17354243	17354360	SDHB_cds_3_0_chr1_17354244_r	0	-
chr1	17355094	17355231	SDHB_cds_4_0_chr1_17355095_r	0	-
chr1	17359554	17359640	SDHB_cds_5_0_chr1_17359555_r	0	-
chr1	17371255	17371383	SDHB_cds_6_0_chr1_17371256_r	0	-
chr1	17380442	17380514	SDHB_cds_7_0_chr1_17380443_r	0	-
chr1	93297671	93297674	RPL5_cds_0_0_chr1_93297672_f	0	+
chr1	93298945	93299015	RPL5_cds_1_0_chr1_93298946_f	0	+
chr1	93299101	93299217	RPL5_cds_2_0_chr1_93299102_f	0	+
chr1	93300335	93300470	RPL5_cds_3_0_chr1_93300336_f	0	+
chr1	93301746	93301949	RPL5_cds_4_0_chr1_93301747_f	0	+
chr1	93303012	93303190	RPL5_cds_5_0_chr1_93303013_f	0	+
chr1	93306107	93306196	RPL5_cds_6_0_chr1_93306108_f	0	+
chr1	93307322	93307422	RPL5_cds_7_0_chr1_93307323_f	0	+
chrX	153295817	153296901	MECP2_cds_0_0_chrX_153295818_r	0	-
chrX	153297657	153298008	MECP2_cds_1_0_chrX_153297658_r	0	-
chrX	153357641	153357667	MECP2_cds_2_0_chrX_153357642_r	0	-

chr1	17345304	17345315 	SDHB	intron
chr1	17345516	17345524 	SDHB	intron	
chr1	93306242	93306261 	RPL5	intron	
chr1	93307262	93307291 	RPL5	intron
chrx	153295819	153296875	MECP2	exon
chrx	153295810	153296800	MECP2	splicing

awk '
FNR==NR{
  a[$4];
  min[$4]=$2;
  max[$4]=$3;
  next
}
{
  split($4,array,"_");
  print $0,(array[1] in a) && ($2>=min[array[1]] && $2<=max[array[1]])?"exon":"intron"
}
' file1 OFS="\t" file2 > output

a[$4] = SDHB
min[$4] = 17345304
max[$4] = 17345315

array[1] = SDHB, 17345304 >= 17345375 && array[1] = SDHB, 17345315 <= 17345453 ---- intron