This a very very strange phenomena.

Skyquakes are unexplained reports of a phenomenon that sounds like a cannon, trumpet or a sonic boom coming from the sky. The sound produces shock wave that can vibrate a building or a particular area. They have been heard in several locations around the world. Such locations include the banks of the river Ganges, Marwari village in Himachal Pradesh, the East Coast and inland Finger Lakes of the United States, the Magic Valley in South Central Idaho of the United States, Colombia, Southern Canada, as well as areas of the North Sea, Japan, Australia, Italy, Drogheda, Bettystown, Slane, Dundalk, Ireland, Pune, Ambala, The Netherlands, Norway, Bengaluru, Tierra del Fuego Argentina, United Kingdom and recently (11 April 2020) in Jakarta, West Java, Brazil, Uruguay, (23 April 2020) in Tampico, Mexico, on May 11 2020 in Central Java and on May 21 2020 in Bandung, West Java.

They have been reported from an Adriatic island in 1824; Western Australia, South Australia and Victoria in Australia; Belgium; frequently on calm summer days in the Bay of Fundy, Canada; Lough Neagh in Northern Ireland; Scotland; Passamaquoddy Bay, New Brunswick; Cedar Keys, Florida; Franklinville, New York in 1896; and northern Georgia in the United States.

Their sound has been described as being like distant but inordinately loud thunder while no clouds are in the sky large enough to generate lightning. Those familiar with the sound of cannon fire say the sound is nearly identical. The booms occasionally cause shock waves that rattle plates. Early white settlers in North America were told by the native Haudenosaunee Iroquois that the booms were the sound of the Great Spirit continuing his work of shaping the earth.

The terms “mistpouffers” and “Seneca guns” both originate in Seneca Lake, NY, and refer to the rumble of artillery fire. James Fenimore Cooper, author of The Last of the Mohicans, wrote “The Lake Gun” in 1850, a short story describing the phenomenon heard at Seneca Lake, which seems to have popularized the terms.

Hypotheses
Their origin has not been positively identified. They have been explained as:

Coronal mass ejection CMEs often generate shock waves similar to what happens when an aircraft flies at a speed higher than the speed of sound in Earth’s atmosphere (sonic boom). The solar wind’s equivalent of a sonic boom can accelerate protons up to millions of miles per minute—as much as 40 percent of the speed of light.
Meteors entering the atmosphere causing sonic booms.
Gas:
Gas escaping from vents in the Earth’s surface.
With lakes, bio gas from decaying vegetation trapped beneath the lake bottoms suddenly bursting forth. This is plausible, since Cayuga Lake and Seneca Lake are two large and deep lakes.
Explosive release of less volatile gases generated as limestone decays in underwater caves.
Military aircraft (though it cannot explain occurrences before supersonic flight started).
In some cases, they have been associated with earthquakes. Earthquakes may not hold as a general cause because these sounds are often unaccompanied by seismic activity, other than the vibrations induced by sound.
In North Carolina, one speculation is that they are the sound of pieces of the continental shelf falling off into the Atlantic abyss. However, the Atlantic abyss is too far away from the east coast, and the Atlantic ridge is the result of very slow-moving tectonics and could not produce such sounds, given how often they occur.
Underwater caves collapsing, and the air rapidly rising to the surface.
Possible resonance from solar and/or earth magnetic activity inducing sounds.
Volcanic eruptions
Avalanches, either natural or human-made for avalanche control.
A recent explanation is that the noise is very distant thunder which has been focused anomalously as it travelled through the upper atmosphere.