I think the bottom line here is that new thumping noises from the brakes are not normal, your shop doesn’t seem to want to do the work to find out why the noise is there, they didn’t even notice a missing lug nut, and you need a new shop.
I recommend finding an independently owned and operated local shop with a good reputation. Once the problem is resolved, make this shop your new provider.
Let us know how you make out. We do care, but from here there’s not much we can do except to offer advice.