So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
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My Nokia Lumia 920 shows the lightning bolt and gear icon. does not start and is frozen on that icon.
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So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
A HAD SAME PROBLEM TOOK OUT MEMORY CARD ATTACHED TO LAPTOP AND PRESSED VOLUME <DOWN> AND POWER BUTTON AND IT CAME ON
Had the same issue with my Lumia 830. Phone totally dead. Simply took off back cover, took battery out and put back together. Phone started up normally and is now working great. Seems to me to be a more simple way that pressing buttons etc that did not work anyway,
hei, i inserted again. But this time it worked, however, my lower volume key its actng like crazy. What can I do?
So when I got the bolt, I automatically thought of electricity. The phone wasn't charging, so the battery was my next thought. I took the battery out (I was UNABLE to turn the phone off ) let the phone sit a few, put the battery back in. Used the on button to activate the phone, and all was well. Possibly the bolt means a loose connection with the battery? But, I sure would try this BEFORE I did a hard reset, because you lose everything but the factory settings.