Matter energy equivalence, and the fact that decibels are a logarithmic scale. I found a reddit reply (I know, I know) that someone has done the math on, though I haven't checked if it's right. Anyway, it said:

20,000 decibels is 10^1997  watts, which is 10^1997  joules/second.

I think we can use P = p²/Z, where Z is 415 kg/m²s (impedance of air), to correlate our power P and the pressure p. So, p = sqrt(P/Z) which is still going to be on the order of 10^997  pascals.

The threshold we care about is 10^32  pascals, which is the pressure at which neutrons overcome their "degeneracy pressure", a pressure which prevents them from being too tightly packed. So, yes, that could collapse matter into black holes for sure for sure, since we're beating it by 965 orders of magnitude. Also, the pressure inside the sun is roughly 10^16  pascals.

Because sound is waves. You can feel your chest pounding when you're standing next to a loud speaker during a live concert. Energy from a 20000dB "source" would create an unimaginable blast wave.

What color is a hole?