I sympathize! Because of an accident that involved my son's front teeth, we had to get him to stop sucking his thumb immediately, at age 3. My husband and I constantly say that that was still the hardest thing we have gone through with our children b/c it is such an unconsious action when they are asleep.
What worked for my son: The doctor told him he had to stop which made my son more on board for trying. We bought LOTS of band aids and wrapped his thumb up every night with several. The pediatrician would definitley not recommend this b/c of the band aids being a choking hazard... However, this worked for us. FIrst couple of nights were a little rough but it got better with each night. It has been almost a year!
Best of luck with whatever you do, it is a tough situation!