Loudspeaker / Amplifier "POPP" sound
These question may be better suited to the Sound Design Stack Exchange and should probably be broken into two separate questions; but here's my take.


In short, yes the pop or bang you hear can damage loudspeaker, especially high frequency drivers that are usually rated at a lower wattage handling capacity.
It is not the power being suddenly turned off, but the instantaneous surge that is supplied to the loudspeaker drivers that can be damaging.
While you could relay the speaker cables to disconnect them, typically professional sound systems use a sequencer to power on the amplifiers last after the front end equipment is powered on and turn them off first to avoid these pops produced when the front end equipment is shut down. There are commercially available power sequencing systems from Furman, Tripp Lite, SurgeX, Lowell or other companies you should be able to search for.