Not Heartgold right? But the old Pokemon Gold?
The thief is in the gym in Cerulean City.
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the rocket grunt hide the item of the power plant in the gym of celadon
if you're talking about the power plant part, check in the gym, he might be there, if you already found him there, try the itemfinder once he leaves, or look around while hitting A button, the piece will be there, then just go back to the power plant, I'm pretty sure you'll get a TM zap cannon, it's like dynamic punch, if it hits, it paralyzez
Yes you can get Zapdos in Pokemon Heart Gold. After you get all 16 badges go to the power plant and Zapdos will be waiting there for you. He is at lvl 50.
fix the problems in the kanto region get the power plant working and then go to lavender town radio station.
not sure...