Is or might there be lightning on Io?
I would bet against lightning due to the very thin SO2 atmosphere; under normal conditions the pressure is  0.3 to 3 nbar, with plumes reaching 5 to 40 nbar. That does not sound like it could convey lightening. But given that the environment also has a lot of ionization there might also be all sorts of plasma and vacuum breakdown discharges. In short, I suspect this could go either way, but if there were lightning it would be rather different than on Earth since it would be a near-vacuum discharge.
As far as I have been able to find, there are no empirical detections of lightning at Io. I suspect the radio measurements that could detect it would be swamped by the overall noise of the Jupiter-Io environment.