Yes chemical changes may involve the exchange of energy in all forms including light, heat, magnetic and sound.
Burning wood is an exothermic change that releases energy in the forms of light, heat and sound, as an easy example.
burning wood gives off light and heat. Also as the gases trapped inside the wood expand the energy is released as sound when they explode
Electrical energy can be used to break down water into oxygen and hydrogen gases. Moving electricity creates magnetism. So magnetism is a by product of the chemical change of electrolysis.
Also the decomposition reaction of some iron oxides results in the formation of magnetic iron ores.