"Thump" is not a standard sound effect nor is there any sound effect that is close to a thump, but that may only be because that is what you have chosen to call the sound you are hearing and others may have a different interpretation of Thump.
From your description the origin would appear to be software related but in any case it is time for some good old fashioned troubleshooting not just guess-work. Since you have disabled the system sound effects you can check that off of the list of possible sources. The logical first thing to do is narrow down the solution space. The standard starting place for that is to boot from a clean test account and see if the thump is still present. If you do not have a clean test account you can create one by going to System Preferences > Users & Groups, clicking on the padlock icon at the bottom left of the window and entering your admin password then clicking on the plus sign (+) at the bottom of the window sidebar. Once the account is created login to the new account and try Facebook Messenger, Chrome, and/or Mail and see if you still hear the Thump. (NOTE: after the test you can boot back to your regular account and delete the test account by clicking on the minus sign (-) at the bottom of the System Preferences > Users & Groups window or you can leave the account in case you need it again.)
If the Thump occurs in the clean account that means the problem is systemic and not caused by something in your account, if it does not occur in the test account that would implicate something in your Unser account as being the source of the Thump. In either case, report back what happened and we can go on to the next troubleshooting step.
