Wow, I'm amazed that you got him to stop. My DS is just a couple months older and I really don't know how I would prevent him from sucking his thumb. Does he no longer have access to his thumb at sleep times? My guess is that if he did and is having such a hard time settling, that he would still be sucking. If you wish you hadn't taken it from him, do you want to let him suck again? My DS got a dry, cracked thumb that occasionally bled when the winter first started last year, but it quickly became tougher skin almost like a callous. If you put lotion on it during the day, do you think that would help? (Something like Aquaphor or Eucerin.) My DS also sucks his thumb more vigorously when teething... do you see any other signs of teething? If so, it might be worth giving him pain meds before sleep times to see if that helps.
If ultimately you don't want hit to suck his thumb, I think you just need to give it time. He's known only one way of going to sleep for his whole life, it'll take a little while for him to figure out a new way. Usually, you can see progress within 3 days of making a change, but it can take up to a week or two for things to get ironed out. (((Hugs)))
