sorry we had the JBR show for websleuths going for like 2 hours, its not that they often appear, they are caused from the explosion itself
but this should explain at least some of it, the easiest way i can explain it is this, you know a fighter jet and it breaks the speed of sound right, but you see the jet before you hear and feel the the sonic boom, its similar for a explosion
the other thing is, when an explosion goes off it shoots out in front of the fire ball a wave, its almost invisible, that would be the thud you'd feel from the explosion and then you'd hear the blast, its basically escaping gases from the explosion
anyways i am probably explaining this really badly today but i am in immense amounts of pain right now, i'll come back a bit later and explain properly
but basically there is 2 things, Blast Wave and Shock Wave
Shock wave - Wikipedia
Blast wave - Wikipedia