So I have this thump when i first turn the key on and dies before start
 

Well first thing is when cranking it has always had a slight stall right before starting i dont know if this is normal or not but it seams to be temp related. At first i thought maybe a weak battery but i checked it out and it tested out OK... So i am kinda at a loss any help???

Second is a loud clunk when the key is first turned on or right after starting... Im not sure if it has to do with the HVAC cause it normally happens with the Defrost on. But i sounds like someone or something hitting the firewall with some force...

Thanks in Advance

When i get my hands on a video camera i will try to capture both issues on Video

I have that clunk everynow and then. Not sure what it is, but it's done it since it was new.

Well im glad to know that mine is not he only one that does it...

I would like to try to figure out the whole thing when i start it where it soulds like its not gonna start then it starts and runs great

If it's the same clunk I'm thinking of, it's your A/C compressor kicking on. Turn the position selector OFF before you start it, the clunk should go away.
As far as the stall, it may be that the fuel pump hasnt primed long enough, and there isnt enough fuel at the engine.
To solve this problem, turn the key to the ON position for a second or two,(you'll hear the fuel pump whine) then turn it forward to the CRANK position.
My 2006 did this since it was new, as does my buddy's 2008, and even my dad's 2006 F150.

that thump you are hearing is the inside heater cold air intake vent flap closing
( if you do not hear this sound ,, it is very bad )

To me, it sounds like your fuel pump coming on. May be a fuel pump issue.