So the last grab, the "Bad Request", is to be expected without the "http://" prefix... however it surprises me that you are getting the other (139) error when using the prefix, if you compare it with the below from my working service check, there's no significant difference:
use local-service ; Name of service template to use
I think that the blue "text" writing you are seeing is just being overlayed by a rule on your terminal program's interpreter (that has been told to colour anything following "//") and so should not have any effect on the configuration itself, so that is not a problem...
What do you get from running the following at the command prompt (in libexec dir)?
./check_http -I localhost -a username:Password -u localhost/nagios/test.html