A friend told me about a katana called "Celestial Fire", it should be a +4 weapon with a whole bunch of additional damages. But erm... I remember a two-handed sword with the same name in Planescape Torment, does the weapon exist in bg2 as well ?

Celestial Fire is a Torment weapon, the weapon in BGII is called Celestial Fury (ie. they are two different sword), it is a +3 katana and many consider it to be one of the best weapons available in the game.

Yeah. Lightning damage, lightning spell, stuns enemies who fail a save, etc.