nessusfiles="/path/to/*.nessus"
for file in $nessusfiles
do
 echo;
 echo $file | awk -F"[./]" '{name=NF - 1; print $name }'
 echo "----------------------------------------------------"
  awk 'BEGIN { hn=""; xhn="<HostName>"; xhne="</HostName>"; prev=""; }
	{ prev=cur; cur=$0; }
	/<HostName>/ {
		hnt=substr($0, index($0, xhn)+length(xhn));
		hnti = index(hnt, xhne);
		if(hnti) { hnt = substr(hnt, 1, hnti-1); } else { hnt=""; }
		if(hnt != "") hn=hnt;
	}
	/<severity>3<\/severity>/ {
		split(prev,vuln,"[<>]");
		print hn ":" vuln[3]
  }' $file | uniq
done