Just out of curiosity why didnt you send the bilsteins back to bilstein to get rebuild? You know they carry a lifetime warranty right? I also have the Saleen ones and I have sent them back without a hitch.
Now your question, Bilstein has an internal bump stop, so even if it was bottoming or topping out it would not make a thud. If you have CC plates some have complained of a loud sound from them with the bilsteins.
When I did my front suspension, there are about a dozen bushings on each side plus a couple of bushings holding the sway bar, and of course in the strut tower. I had thuds too until I starting replacing bushings. I think the thud for mine was the two worn bushings that hold the sway bar to the chassis which let the bar bump up and down. Assuming everything is tight, I would look at bushings. I read that warn ball joints can cause a thud too.