I hear a thud sound when I turn my steering wheel - only at very slow speeds, or in park. Any takers?

 

Could be a lot of issues. A bad bushing can do that. You can also have a bad ball joint, or you can have a bad steering rack.

First thing should be to put the car on a lift and see if you can reproduce the sound and locate where it is coming from. Takes two people, one to move the steering, the other to observe from underneath. The lift should be a four poster where the suspension still is loaded.

 

I had an issue for a while that turned out to be the plastic cowling under the steering wheel / column.

You could remove the plastics and try again to see if anything is catching.