Doing a quick google on some mental health sites, thumb sucking as well as aggressive behavior (which you've mentioned in a previous post) could be a response to a disruption of world, which had previously been secure. (kids notice way more than people think...) Your divorce could possibly be that disruption.
Abandonment is a major fear in this age group, and children who have lost family members and even pets or toys will need special reassurance.
Googling further (using the terms "aggressive behavior", "Thumb sucking" sleep and children brought up this:
http://www.unm.edu/~shc1/sexual-abuse.html
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Watch for extreme symptoms or a combination of the following: a change in school performance such as an inability to concentrate; a drop in grades or skipping school; a change in personality such as the development of insecurities and needing more reassurance; not wanting to be left alone; irritability or crankiness; a reluctance to go to a certain place or be with a certain person; a lack of trust; a sudden loss or increase in appetite; sleep disturbances; overly compliant behavior; aggressive behavior; exhibiting sexual knowledge beyond the usual for the child's age; inappropriate sexual play with peers, toys or themselves; signs of regressions like thumb-sucking, bedwetting, or acting like an infant; and signs of severe depressions such as withdrawal, sadness, listlessness and suicidal feelings.
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Note the website also points out:
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These signs or symptoms do NOT mean for certain that a child has been sexually abused, but they do warrant concern and the need to get more information
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Thumb sucking is perfectly normal activity (though dentists will tell you that pacifiers are preferred) children at that age require at least 12 hours of sleep, some need more, he might not just be getting enough sleep, the sleep problems could be related to a growth spurt that he could be going thru.
I would talk to his pediatrician listing all the symptoms as well as your living situation and see what he/she recommends.