Final answer:
The second strange thing in Scene Four is most closely related to a 'ghostly procession,' setting a supernatural and eerie tone for the scene.
Step-by-step explanation:
The second strange thing described in Scene Four is D) A ghostly procession. This scene likely refers to something otherworldly, aligning with the spectral nature of a 'ghostly procession'. While several other options such as thunder and lightning, witches' chants, and strange creatures are common elements in literature to set a mysterious or frightening scene, they do not match the described event as closely as the option of a ghostly procession. This scene is designed to create an eerie, supernatural atmosphere that is often associated with ghosts or spirits moving together, which is a common element in gothic or supernatural literature.