When one speaks, I've heard mostly "no wonder" by itself, without the "and". Here, I'd say the second line sounds the most natural: "and it is no wonder". But I wouldn't say that myself. I'd say something like "no wonder", or "it's no wonder", with the contraction "it's".

Two are grammatically correct sentences. The other three are also correct, but rely on elliptical clauses. Only #2 and #3 are actual grammatical compound sentences. The expressions "and no wonder", "and that no wonder", and "and no wonder at that" are what is known as "elliptical clauses". That means some words are left out because they are easily understood from the context. So, for example, "and no wonder" is understood by the listener to mean "and it is no wonder". All have the same meaning.