We study several well-known questions on pronormality and strong pronormality of Hall subgroups. In particular, we exhibit the examples of finite groups (a) having a Hall subgroup not pronormal in its normal closure (this solves Problem 18.32 of The Kourovka Notebook in the negative); (b) having a Hall subgroup pronormal but not strongly pronormal; and (c) that are simple, having a Hall subgroup, and not strongly pronormal (this solves Problem 17.45(b) of The Kourovka Notebook in the negative).