My sympathy is with you. My daughter had the wetting bed problem for 17 years, yes I said 17, she was 17 before she finally stopped. I took her to every doctor in town, and they told me she would grow out of it. We did all kinds of test to see if she did have anything wrong with her, and everything came back normal. One doctor did put her on these pills, saying she had something in her brain unbalanced and that is why she wets the bed. Well she was so depressed and had no energy (keeping in mind she was 5 at the time) and she was just miserable, I took her off them right away. I just awaited for her to grow out of it.
She was fully trained at the age of 2 and did not wet the bed. It started when she was around 3-4 and she would wet the bed 4-6 times a night. Every morning I would wake up to 6 sets of sheets to do, very frustrated I know but there is nothing you can do sorry to say. I got so fedup with it I went and got her goodnights and she wore them until she was 13 years old. I just could not take it anymore.
One thing you could try which worked for a few nights was no milk after lunch. I found if she had milk at supper time or during the late afternoon she would wet the bed more times that night. It did not stop it completely, but it did help a little bit. Trust me I tried everything. No drinks after supper, threating her, getting mad at her, taking toys away, tell her she could never stay at anyones house, and nothing worked. When she did go to a friends (which never happened too often) she would take a goodnight, and a plastic bag.
The sucking of the thumb I never had any of my children do it, I know from my sister's kids they grew out of it.