... so BMW had my car for a day and 2 Techs drove the car for 17 miles, they found nothing wrong with the car but reset the gearbox's adaptive learning.
I picked my car up just before BMW closed and it was then that I noticed that the 'thud' is even more apparent, so I called BMW back and informed them of the problem. We agreed that I should return in the morning and take one of their Techs out for a test drive.
This afternoon I took BMW's Tech out for a spin and within 1/2 mile I was heading back with the Tech satisfied having witnessed the 'thuds' and the juddering, he advises me that the fault is most likely the transfer box.
My car is now booked in for 3 days for investigation and potentially to have the transfer box replaced. I am hoping this will be done under warranty / goodwill but I am told that the tyre choice of the previous owner (non star marked on the front) might hamper that.
I was advised there should be no more than 2mm difference in tyre tread between the axles, front & rear.