No, Wall of Force does not block teleportation. The relevant parts of the spell description are:
Nothing can physically pass through the wall.
This is pretty unambiguous, but teleporting isn't "physically passing" through the wall, so that's fine.
The wall also extends into the Ethereal Plane,
blocking ethereal travel through the wall.
This is, admittedly, slightly less clear. However, there is nothing in the description of Teleport that suggests that it involves the Ethereal Plane. In fact, it doesn't really say anything about how it works:
This spell instantly transports you [...]
to a destination you select.
The destination you choose must be known to you,
and it must be on the same plane of existence as you.
That's all we know. However, there is much more compelling evidence in the description of Forcecage:
If the creature tries to use teleportation or
interplanar travel to leave the cage, it must first make a
Charisma saving throw. On a success, the creature can use that magic to exit the cage. On a failure, the creature
can't exit the cage and wastes the use of the spell or
effect. The cage also extends into the Ethereal Plane,
blocking ethereal travel.
This is a pretty clear distinction between teleportation and ethereal travel (one is difficult, the other is actually impossible). So they are different, and the barrier to ethereal travel in Wall of Force does not apply to teleportation.
Wall of Force does not transfer thermal energy.
The Player's Handbook describes the spell as:
immune to all damage
Cold and fire are both types of damage, and in your example we can assume that the lava would cause fire damage.
The question, then is "Can Wall of Force allow damage to pass through it if it does not take damage itself?" The answer still is no, and here's why:
There are three types of heat transfer: Conduction (contact between two objects, such as in the spell Heat Metal), Convection (which happens primarily in gases and liquids, of which the Wall of Force is neither), and Radiation (does not require a medium, and consists of electromagnetic waves).
We can rule out Convection and Conduction, since the Player's Handbook describes Force as:
pure magical energy
which more than likely does not behave the same as normal matter. In addition, if Force did act in a similar way, then we have a precedent for an amount of Fire damage that does not pass through a Wall of Force, namely a Fireball spell cast at 9th level. This will do the base 8d6 fire damage, plus an additional 5d6 fire damage for a maximum of 78 fire damage. Given that there is no limit to the number of creatures that can take a turn in a round, we can assume that even with even three spellcasters casting 9th level Fireball spells, the wall (and the creature being protected by the wall) will remain unharmed.
Per the Improvising Damage chart on page 249 of the Dungeon Master's Guide,
18d10 Being submerged in lava, ...
That's a maximum of 180 fire damage per round submerged in lava. With 3 9th-level Fireball spells maxing out at 234 fire damage per round, the Wall of Force has precedent for not allowing extreme temperatures to affect the enclosed creature.
As far as heating the interior by Radiation,
Nothing can physically pass through the wall.
That would include things on the electromagnetic scale, since the waves would physically need to pass through the wall, and light would be an exception (not the rule), since the wall is specified to be invisible.
Best Answer
Yes, it can stop shockwaves
As per Wall of Force's spell description:
Shockwaves are vibrating air, and since air cannot pass through the wall, there is no shockwave that would extend outside it.
As for light, it seems the intention is to allow it to pass through the Wall, my basis is that it doesn't cause an effect similar to the Darkness spell, and the wall is invisible- not opaque.