Have someone stand several feet away, holding the flashlight so it shines on the ball. During a lunar eclipse, Earth blocks the sun's light that normally lights up the moon. Since we are standing on Earth, what we see is that the moon gets dark. Other kinds of eclipses happen too. The reason that you don't see the stars during the day is that the sky is too bright.
Sunlight scatters around in the air and makes the sky look bright blue.
The stars are still there, just hard to see. The moon is bright enough that we can see it during the day or night. It orbits Earth once every 29 days. So during some of that time, it is easiest to see during the day and sometimes during the night. Yes, the moon has some volcanoes.