When I put my 2015 Subaru XV in Reverse or Drive it makes a thump noise.
You may have something loose or worn in the driveline – such as a driveshaft – that is causing the thump. Looseness or wear means the drive from the engine doesn’t travel smoothly to the wheels, and that’s why you hear a noise and feel a clunk when you engage a gear. A check underneath should easily spot the problem.
But you may also be dealing with a worn transmission with internal wear. The Subaru XV uses a CVT transmission which, while a very efficient design, is also known for developing wear. This isn’t just a Subaru problem, either; many makes and models with CVTs have the same issues. CVTs are definitely stronger than they used to be, but they’re not always the most robust type of transmission.