At work before getting home I had thought maybe I didn't torque the axle nut to the right tightness and that may be the issue when I replaced the wheel bearing.
Well I checked last night after jacking up the passenger side where I had installed the new wheel bearing and before taking off the wheel decided to grasp from the top and bottom and see if there was any play or movement. There was some play so when I took off the wheel decided to go ahead and tighten the nut and see if that helped.
I seem to find about 150ft Lbs being about the correct tightness even though some say 118. Well I went ahead and tightened it to 150 and tested it today going to work.
Results are the issue is resolved, no more noise and no more thumping feeling when driving. I figured that would do it after there was no play after tightening it.
I am not sure if the new bearing came with a new nut or not so may end up going by the dealer later and getting a new nut for it since they are supposedly one use only or get some blue loctite.
