Frequency: Always
Character name: Any
Steps:
1. Turn off game effects
2. Turn on character voices
3. Take damage (tested with fall damage)

I was trying out different voices and realized the character voices for falling damage, (could be all damage) are controlled by the game effects slider.
I don't know if the thump sound and the voice piece are one file but I assume the company would have the samples, it doesn't really make sense for pieces of voice to be specified under different categories.