The asterisk in the title "Thunderbolts*" signifies that "Thunderbolts" was never intended to be the definitive or official name for the group in the Marvel movie. It acts as a placeholder or a temporary designation for this team of misfits or antiheroes. The asterisk draws attention and intrigue, highlighting that the real or permanent name is yet to be revealed. In marketing and within the movie's story, it hints that the Avengers are not available, and this group is stepping in instead. This was a clever tactic by Marvel to generate curiosity before the film's release and has been confirmed as part of the film's narrative and promotional strategy.
Regarding "thunderbolts" without the asterisk, it traditionally refers to a symbolic representation of lightning and thunder, often connected to power, suddenness, or destructive force. It appears in many mythologies and literature as a weapon or symbol of divine or cosmic force.