Is it normal for the gantry to make a thud during the leveling routine?

That clunk is usally a sign the gantry isn't physically level before the probe routine starts, not something broken. During quad gantry leveling the machine drives each corner down onto the nozzle to zero it, and if one corner starts out lower or higher than the others, that motor has to travel further or take up slack before it makes contact. That travel difference is what you're hearing. The other three corners are quiet because they're already close to where they need to be. The fix is to level the gantry by hand first. Power off the printer or disable the motors, move the gantry down to a known height at all four corners using something consistent like a stack of paper or a machined block under each side, then let it run the leveling routine again. On a healthy machine it should be quiet after that. If the clunk comes back after a day or two, the usual suspects are loose grub screws on one of the Z stepper pulleys or uneven belt tension on the Z drives, since one motor slowly walking out of sync will recreate the problem every time.

As for the corners sounding different from each other, that part is completely normal. Each corner gets its own correction amount depending on where the gantry actually is, so you'll hear slight variation in speed and contact at every probe point. What you don't want is one corner that's dramatically louder than the rest every single cycle. Since your first layer is coming out even and you're not hearing grinding or skipping during prints, I wouldn't call it an emergency. But before committing to a long job I'd do the manual level and peek at those pulley screws. Takes ten minutes and if the clunk disappears you know it was just a lazy gantry, and if it stays you've got a mechanical issue to chase down while the stakes are still low.

One thing I'd add is to watch the console output after each leveling run, since the correction amount for each corner gets printed and you can compare them over a few cycles. On my build the numbers crept up on one side over about a week, which turned out to be a Z pulley that had shifted a hair on its shaft even though everything still printed fine. If your numbers stay roughly consistent between runs, you're probly just seeing the normal settling after a fresh assembly. If one corner keeps needing more correction every single time, that tells you somthing is moving when it shouldn't be, and you can chase it before it ever affects a print.

Had the same thing on mine for the first month. Turned out my printer was sitting on a slightly twisted desk and the whole frame was racking a hair every time the gantry moved fast. Moved it to a flatter surface and the loud corner went quiet. Easy test is to gently push on that corner of the frame with the printer off and see if it rocks at all compared to the others. Also grab the rail carriage on that side and feel for any wiggle while you're at it. If the frame checks out and it still clunks after a manual relevel, then I'd start looking at how that Z belt is seated in its clip, mine had a kink from the factory that took forever to spot.