The double exponential and in fact, the exponential function itself $f(x) = \exp (x)$ are not tempered distributions, and therefore they don't have Fourier transforms using classical techniques.
Basically, for the Fourier transform of a function $f$ to be defined, you need that the integral
$ \int f(x) \exp(i\xi x) dx = \lim_{R\to\infty}\int_{-R}^Rf(x)\exp(i\xi x) dx $
to converge. (This requirement can be relaxed if you are willing to consider "generalised functions"; the techniques in the linked Wikipedia article can be useful.) In your case a necessary condition for such integrals to converge is that $\lim_{y\to\infty} g(y) = -\infty$ and $\lim_{y\to 0}g(y) = -\infty$ (and they are not sufficient to guarantee the integral converges). So for $g = id$ or $g = \ln$ the integrals fail to converge. Even for the case $g(y) = \frac{(y-1)^2}{y^2 - 1}$, by looking at the limits you see that the Fourier integral will fail to converge.
On the other hand, when $g(y) = \frac{(y-1)^2}{y^2-1} = \frac{y-1}{y+1}$, since $|g(y)| \leq 1$ for $y > 0$, you have that $f(x) = \exp\circ g\circ\exp(x)$ is a bounded (but not decaying) function, and so is a tempered distribution, which means that its Fourier transform will also exist as a tempered distribution. But I don't think it has any nice representations as "simple" functions.