I used to say “Welcome to Lemmy” to new joiners, but nowadays quite a few of them join Piefed instance, having a generic term is easier
You can’t follow Mastodon users from Lemmy or Piefed, using “Fedivers” seems too generic
Previous post on the same topic: https://lemmy.zip/post/33451610
If you count Mastodon, then Threads does indeed communicate with the Threadiverse. Here on Mbin, I can find federated accounts from there, like this totally random guy which do have actual posts. So looks like everything is federating over well.