C.,
Let me start by saying I totally feel your concern. My daughter is now 7, and she sucked her thumb until about a year ago. Like you, we tried several different tactics to get her to quit, but to no avail. I happened to find a nail polish at a local store. The polish is white and has a label on it that has the words "bite it" in a circle with a line through it (as if to say "don't bite it"). I tried it on my thumb first to see what it was like, and let me tell you, I only put that thumb into my mouth one time. The taste was so aweful, and it doesn't wash off. There are many "stop sucking/biting" nail polishes out there that just taset bitter, but this one is totally different. The best thing about it is that it only comes off with nail polish remover, and it CAN NOT be picked off. My daughter agreed to use it not knowing what it tasted like, and within three days, she was completely done sucking her thumb... even at night. Now she struggles once in a while with nail biting and asks for it because she knows it will help her keep her fingers out of her mouth. Good luck with this one, I know by the end of our ordeal with it, I was ready to try anything to make her stop.
J.