More description of noise would be helpful but I will venture a guess.

The turbos have an exhaust joint that is a gasketless fit. It seals fully onle when the exhaust is at full temp. Is the noise an exhaust leaking sound?

The thump is normal on shutdown on the electronic throttle cars like that one. The throttle goes to a part open position the instant you turn off key and the restriction in inlet airflow that is normal on cable throttle cars is not there to make the engine quit turning almost instantly.

If you turn off the ignition in your 850 and simultaneously depress the throttle you will get the same coarse engine stop.

Hurts nothing.