All of the Thunderbugs seen are CGI.
Lorelei King also appears in the season 2 episode, " Time Waits For Norman".
Even though she doesn't appear in person, it is revealed Jonathan is still in touch with Maddy as she helps him with this case. During the investigation, he receives a fax from Los Angeles (where she relocated to) with information he's obviously requested and that is clearly signed by Maddy.
The jazz record Justin plays shortly before dying is "Petite Fleur", by Chris Barber and his band.