Yes, refers to both the lightning and the sound caused by it.
If you need to distinguish, the specific term for the visible discharge of the light is , and the specific word for the sound is . Although these words often appear in news media and scientific papers, we usually just use in everyday conversations.
As for the last two questions, the natural ways to say them are "( **** )?" and "( **** )?". "" is often omitted in conversations, and we don't use "" there.