The correct sentences are: Planes flew overhead constantly.
Thunder boomed in the sky overhead.
But can I put 'overhead' after constantly and before the sky?
In the second sentence, saying "in the sky overhead" is tautology. Unless something very strange is happening, the sky is pretty much always overhead!! You really only need to say either "Thunder boomed in the sky" or "Thunder boomed overhead".
Now that I've written that, I'm also really not sure you need "in the sky" or "overhead". Thunder simply booms! If the storm is directly overhead then perhaps it's useful to say "Thunder boomed overhead", but "Thunder boomed in the sky" doesn't work very well as thunder always comes from above!