Mine does the same and I had thought it was the subframe bushings but prob just as likely the rear diff bushings.

Get a look while somebody is in the car and with the brakes on change between forward and reverse a few times and see where the drivetrain slop is.

It's normal to have some backlash so you'll see the drive shaft turn a bit before ir binds and the thud could simply be the result of the backlash winding out and coming to an abrupt end.

You may notice that the thud is quite metallic "tink" when under the car vs. behind the wheel.

(I noticed a very metallic sound when shifting between fwd rev when I had my gas tank access panel off.

I have learned to ease on the throttle until the drivetrain loads up before hitting the gas to avoid the big thud.

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2011 E70 • N55 (me)
2012 E70 • N63 (wife)