No bombs in Hell, magical or otherwise. Most things will just smoulder without any actual flames spouting forth. Without experience, one could spend the Hell equivalent of hours trying to light an oil-torch to flame without Balefire, but once it's started past that annoying 'smouldering' stage, it burns pretty easily. Because of the sullen, slow-burning character of most of the fires in Hell, Balefire is a pretty awesome spectacle to behold. The nature of 'normal' fire makes it pretty important to know how to increase it to bring something up to a temperature to 'catch' or to melt metal to make weapons.
Stone acts like stone, same as players experience on Earth.
Hence, the Fire River that passes around Pandemonium City flames up with the outgassing toxins that are perpetually alight as it flows through the land. Some waterways, such as the Tytis Lethe , are most definitely not merely water, but have some strange properties as well. For example, immersion or part-immersion in Lethe is said to rob a Fallen or Damned of their memories, leaving them amnesiac. Water in the Chaos Ocean will as soon flow UP the sides of a ship as around the ship when the ship gets more than a few dozen miles away from a land mass. Fallen that ' die' out in the middle of the Chaos Ocean are as good as eternally dead, since their larval forms will be stuck in the fathomless depths, and without tasty maggots to munch on, will never regenerate.