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Like Tallullu mentioned, usually thumping is a way to show fear, anger/disapproval, and can also be a threat/warning. Was she doing binkies and just sounding like she was thumping or was she really just sitting there in his room and thumping?
If she was, how old is your son? Could he have toys, or some object that Cuddles was feeling fearful of? I know my bunnies will freak if there is something new, like a bag or box in the living room. They will go closer, then thump, and thump and thump, and when they see no reaction, they slowly approach.