That is the bonus of a group activation - because you move them all first before doing their 2nd activations you can potentially get a better "Gang Up" bonus for each figure compared to activating them one at a time.
To answer your questions:
1. Yes, there would be a 2nd combat, and yes, the 2nd henchman would get the +2.
2. If the Thug wins he only gets to push back the henchman he was fighting, not anyone giving a gang up bonus (and no, he can't push back himself to get out of combat).