How to find column values and replace in bash

The regex /TWGX/ selects the lines containing that string and applies the action that follows. The 1 is an awk shorthand that will print both the modified and unmodified lines.

$ awk 'BEGIN{FS=OFS="\t"} /TWGX/ {tmp = $1 "_" $2; $1 = $2 = tmp}1' file
NIALOAD NIALOAD 0   0   2   1
NIALOAD NIALOAD 0   0   2   1
NIALOAD NIALOAD 0   0   1   1
TWGX-MAP_10064-8036056040   TWGX-MAP_10064-8036056040   0   0   0   -9
TWGX-MAP_11570-8036056502   TWGX-MAP_11570-8036056502   0   0   0   -9
TWGX-MAP_11680-8036055912   TWGX-MAP_11680-8036055912   0   0   0   -9

BEGIN { FS = OFS = "\t" }
# Just once, before processing the file, set FS (file separator) and OFS (output file separator) to be the tab character

/TWGX/ {tmp = $1 "_" $2; $1 = $2 = tmp}
# For every line that contains a match for TWGX create a mashup of the first two columns, and assign it to each of columns 1 and 2. (Note that in awk string concatenation is done by simply putting expressions next to one another)

1
# This is an awk idiom that consists of the pattern 1, which is always true. By not explicitly specifying an action to go with that pattern, the default action of printing the whole line will be executed.