Hi Hamid, This type of situation usually arise if you are not changing the gear oil and filter every 40k kms. No matter what Cadillac says (its for lifetime, as they mean lifetime of gearbox = 100k and not car). If you aren't doing that, then it means gearbox has gone really bad with dirty oil and choked filter which causing this difficulty in changing gear as gearbox is suffocated inside. If you are not sure about gear oil change in the past then this could be the reason as well. In either case as a first response, immediately get the gear oil and filter changed as soon as possible and drive for few 100's km and if still this gear changing thud is there, then show the car to agency or some expert gear rebuilding mechanic who can diagnose the problem further and advise if it can be repaired economically or rebuilding the gearbox is the only solution.
Don't go for used gearbox, as it might show its age soon. If you rebuilding or changing is the only solution go for rebuild as then you will be sure it will last for long time if you keep changing the gear oil in time. Hope this help. Good luck.