This is not unusual for a breastfed baby. He likely won't take a bottle because he has dairy allergies. It's really important to keep in mind that for the first year breastmilk is the main source of nutrients and that feeding solids is JUST to get them used to that as a form of food.
The thumb sucking is not necessarily related at all - he's just found a way to self comfort - it's not a bad thing at all.
I would be most concerned that he has allergies and has likely been reacting to something his mother has been eating - in particular dairy and wheat. My youngest son was a failure to thrive baby and was considered petite when he was two. Unfortunately we didn't learn this until later. Also, he was reacting to the dairy and wheat because I also had those reactions, thus I had a leaky gut and higher than normal levels of these proteins were in my breastmilk. My "petite" son gained 20 lbs per year and grew 4" per year the first 4 years after being on a GF/CF diet - he's now 6'4" at age 15.
This may sound far out, but this has been confirmed by a top GI pediatrician that treats many kids (and their parents) using a GF/CF diet with tons of success. He has confirmed that the proteins are found in breastmilk and actually in meats where the animal has been grainfed.
Your SIL and nephew can get themselves tested via enterolab: www.enterolab.com The complete test includes gluten and dairy reactions, as well as a gene test. This may sound like it's only a remote probability however, the pediatric GI doctor that I know says that 50% of his patients are positive. And, this is the most underdiagnosed health issue in this country - 2+ million people are undiagnosed. The mother can be asymptomatic and still have this problem - in particular if the baby had a low birth weight. And, the biggest red flag will appear when he's about 3 and if he has either anemia or lots of dental issues. In addition, vaccinations are often not well tolerated by these kids.