Car update:
I have been talking back and forth with Ford and have taken the car to two different dealers to check it out.
The original dealer had me come back in for a 3rd time so the service director could ride in my car to listen. He heard to noise and said he had driven three other New cars that morning and they all had the same thud but that the noise in mine was louder than the other ones. He said he was scheduling to have a Field Service Engineer come out to drive the car. Fast forward to today when I dropped the car off again this morning and the FSE is supposed to be in to drive the car later today.
He is apparently the person that will determine if the thud is normal or excessive. I'm not holding my breath...