its trapped air,try holding your hand over tap and turn on trying not to let the water out,also try closing the stop cock down about to slow pressure down.
No it isn't. My plumber mate has told me it's caused by the momentum of the flowing water which has to stop instantly.
Your plumber tells the truth. The water hammer is caused by water that was traveling too fast suddenly hitting the brakes.
The design of the solenoid valve in the washing machine is one issue. It is designed to switch between on/off rather than gradually shutting off. The surge arrestors are intended to provide an air cushion and give the high pressure water somewhere to go. I don't think they are that effective TBH.
Insufficient pipe supports are always bad news. Improving the bracketing where you can hear the pipes rattling will help.
Excessive water pressure will cause high water velocities. I fitted a water pressure reducing valve in my house because the pressure was stupidly high. If you fitted one to only serve the washing machine you could adjust it so that the water hammer stopped but the machine still filled quickly enough. I don't like trying to use isolating valves to control flow rate because they are not designed to do so. If you do manage to restrict the flow without stopping it completely they tend to scream in protest. Certainly don't try restricting the flow to the washing machine by throttling the main stop cock or every outlet in the house will suffer.