In theory, could pure sound be lethal? How loud would it have to be? Also, which events are the loudest in the universe, and how loud are they? I'm confining attention to events which occur regularly, e.g. starquakes.
Well, we've classified a whole range of scales for the human hearing (which includes pure tone too). For lethal, we don't use how loud it should be, but instead - we say "how intense it should be" so that it can affect our ears. A quote from Wiki...
So, we don't say that the sound's frequency affects our ears (same as light to eyes). The same way we don't see IR or UV, we don't hear <20 Hz and >20 kHz sounds. As for light, we say the flux impinging on the retina. In case of ears, we say the power transmitted to our ears. And, we measure this on a logarithmic scale called decibel.
So, the intensity of sound should be around or above 130 dBs for hearing impairment.
Currently, I don't have a list of the events that are loudest. But, I can point out many - such as a MiG at shock-waving speeds, a TNT, a meteor crash, an 8-richter earthquake, etc...
All these sounds are indirect observations (i.e) we observe these pressure waves traveling through the medium around thereby producing X-rays and gamma ray flares. We haven't and we can't observe sounds directly from events in the universe because of the diffuse matter in space.
On the other hand, if you're thinking of supernovae, we can't hear those. First, the sounds would dampen out as they travel through the highly diffused space. But, SNs can create their own medium (from the explosion) which can allow these pressure waves. Still, you'd have to be near the medium (which seems quite unconventional to me...)
Sound as we know it is a disturbance of our atmosphere, transmitted as a wave to our ears - and yes, it can absolutely be lethal - shockwaves can hurt people very badly, as anyone who's been to the scene of a large explosion can attest. We typically measure "loudness" on a log scale of the pressure of the sound wave - I admit I'm unsure of how much pressure it would take to kill a human, as it probably varies quite a bit.
Cosmic events do not make sounds. While they produce a lot of energy, we would not "hear" them, as there is no medium through which that energy can be transferred to our atmosphere and then to our ears. The most energetic cosmic events are supernovae and quasar/pulsars - a better measure of how "loud" something like that is how bright they are, in terms of the radiation they emit, and in those terms, they are very, very loud. Wikipedia cites that a quasar produces 10^40 watts of radiant energy.
Your question in poorly defined because the concept of sound doesn't extend very nicely to non-atmospheric settings. Are gravity waves sounds? Are the pressure / shock waves in nebula? I don't think there is a unambiguously correct interpretation of sound for your question.
Regarding lethal sound here on Earth, the answer depends on what you consider sound. For example the spherical shock wave on this explosion is deadly:
You'd be dead before any debris or fire got to you. I'd certainly call that shock wave a very loud sound. Others may argue that it doesn't count because it isn't a continuous tone.
Beyond a planetary atmosphere, there are incredibly powerful acoustic pressure waves in stars.