A CTE is only good for one query, but it looks like you can use a CTE in each query:

WITH ds AS
(
  Select a, b, c from test1    
)
Select * from ds  (the result set of ds, am exporting this to csv)


WITH xy AS
(
 select d,e,f from test2 where (uses conditions from test1)    
)
Insert into AuditTest
(
  Select * from xy
)

You actually can do both the insert and output the results using the OUTPUT clause to return the inserted rows.

;WITH ds AS
(
  Select a, b, c from test1 
),
xy AS
(
 select d, e, f from test2 where (uses conditions from ds)
)
Insert into AuditTest
output inserted.d, inserted.e, inserted.f
Select d, e, f from xy

or a real test

CREATE TABLE #Test (a int)

;WITH ds AS
(
  Select 0 as a, 1 as b, 2 as c 
),
xy AS
(
 select a as d, b as e from ds
)
Insert into #Test 
OUTPUT inserted.a
Select e from xy

You can run the INSERT thusly, you can't run multiple queries after your cte:

;WITH ds AS (  Select a, b, c 
              from test1    
           )
    ,xy AS (  select d,e,f 
              from test2 
              where (uses conditions from test1)    
           )
Insert into AuditTest
Select * 
from xy

In this situation using temporary tables may be beneficial since you'll be re-running a query multiple times otherwise.