If the pressure is so incredibly high (equivalent to an entire Empire State building made of lead, apparently) and it imploded, would sound waves be able to get out?
Yes. The energy of the sudden collapse would transfer into surrounding water, which carries sound much better than air does. Additionally, water doesn’t compress, so the water 2000m down is the same density as 20cm down.
Isn't the noise of such an event likely to have been caught on various military hydrophones?