Is this possible to do in Shortcuts or drafts?
Can be done in Drafts with a JavaScript action.
This web service might be an alternative: http://opml-gen.ovh/
Here’s a couple of approaches that might work for you, or should at least give you a reasonable starting point.
Shortcuts
- Shortcuts Custom Shortcut: List of RSS to OPML
The shortcut accepts text or URLs from the share sheet, or you can pass in a list of RSS entries from the clipboard, manual entry or by browsing to a file. The custom shortcut assumes an RSS entry per line. Blank lines will be skipped, but there’s no error checking of if a line is a valid RSS feed or not.
The OPML is constructed and the the user can opt to copy the OPML to the clipboard, save it to a file, or share it.
Drafts
- Drafts Action: RSS List to OMPL | Drafts Action Directory
The Drafts 5 action takes the current draft and processes each line. It assumes that all entries are valid RSS feeds, but ignores blank lines. The processed lines are wrapped with some additional XML to turn it into what should be valid OPML. This is then set as the content of a new draft and Drafts then loads that draft.
The action could be modified to accept input from the clipboard or a file in a similar way to the Shortcuts custom shortcut, but my assumption here was if you were using Drafts, you’d probably have your RSS list in a draft anyway … and also this was just intended to be a working example, not a super robust and super flexible solution 
Hope that helps.
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do you know another website? seems it is no longer working/online
No, I would have to search.
(which I probably also did when I posted that one; I don’t remember ever using it myself…)