hate to say it but you're just going to have to deal with it. you took away his self-soothing method...kids don't just suck on binkies or thumbs for the fun of it, there's a reason they do it. since you've taken it away he's doing what he can to self soothe. i would let him keep it for bedtime to help him sleep. i don't get parents' huge urgency to take away things like this. you can either give it back, or deal with the coping methods he comes up with. you can't force him to stop sucking his fingers/lip. you can constantly nag him and hound him and make him feel bad about it, but he'll still do it the S. your back is turned - he'll just feel guilty about it. would you rather have that happen, or just give the binky back for bedtime? is it really that big of a deal?
i'm sorry if i sound harsh... i know that each child is different and a mother has to do what she feels is right. but for what it's worth, my son sucked his thumb like a fiend from the time he was about 2 weeks old (also when he started sleeping through the night, by the way). we've gone through a fire, marital troubles, sickness, vacations...a lot of emotional upheavals for a little guy, pretty much everything except divorce. i never said a word to him about sucking his thumb, knowing it was his coping method and he'd stop when he was ready. he's now three, and i honestly cannot remember the last time i saw him put it in his mouth. emotional upheavals take a toll and can influence when they give up something like this (my brother was 5 when my folks divorced and reverted to sucking his thumb again for about a year), but in general, they give it up when it's time. i don't believe in forcing the issue. and i'd never try to nag my son about it, knowing it would only make him feel bad. it's natural. they're so little for such a short time. i just don't think they need to feel such judgement at such a young age. just my opinion.