I wonder if it could be something simple like tire noise (badly worn tires) or a wheel alignment?

Our old 2008 125TDI Passat had bad tire noise that sounded like a thudding while driving down the road... I was sure there were major suspension issues... but it disappeared after replacing the near-new factory tires.

I've also had worn strut-mount bearings on the R36, but that mainly made it feel rubbish while turning at low speed (ie. parking).

Hope you get it sorted - keen to find out what it is.