ahhh the mysterious thud when changing gears.... driveshaft is a good thing to look at, does everything seem tight (bolts etc) im sure its a long shot for the driveshaft to be at fault on this. im thinking it might have something to do with your differential, there is always a bit of play in the diff box, sometimes under lighter loads (usually 1st to 2nd) youll hear a thud sound, apparently is ok for the car, and a bit of play is typical for every car, but factors weigh on the amount of play that you may have , which create the thud sound, older age, a bit more than usual abuse, weather change or warm/cold car, wear and tear, possible problems in the diff itself. I , myself have this thud , but it only happens in the cooler weather, and only 1st to 2nd, i also know a few others have noticed this noise, one guy though did blow up his diff, because im guessing his problem was something on the catostrophic side to begin with , but it didnt take long for it actually explode
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