No. Those words with the lightning bolt are your ‘difficult words’ (ie ones you got wrong on a previous review). The ones ‘due’ for review are those that you got right on a previous review but which have now come round again for the next review under Memrise’s SRS system (there could also be some amongst these that you got wrong on an earlier test and now fall due for review again under SRS).
In this example, I have a total of 12 words due for review across all of my Spanish courses. Of these, you can see that the first of my Spanish courses has one of the 12 due for review. If I click on the blue “Review (12)” button, it will test me on all 12 in a single test, which I think is what you are asking to do.
Hope this helps.