There's a pretty good chance that the nose cone on your tranny is bobbing up and down under load. I asked my mechanic pal Jim to weld a tranny plate in to encompass the lower four bolts. It's made of .25 hard steel and fits between the frame horns on the bottm side. My tranny will never, ever slip forward or have any vertical travel again.
Bonus, it'll always slide to the same point if I take it out for maintenance or a good scrubbing.
As for the shifting into fourth question, my theory is that you probably shift up from 5500 RPMs in first down to 4000 in second, 5500 or 6000 down to 4000 from second to third and from 6000 to 3200 or so in fourth. That's a really big drop, and that's why I'll bet the nose cone pops up predictably and makes the noise you described.
My test would be repeating your 1-2, 2-3, 3-4 shifting habits in a parking lot at different RPMs. See if the bump persists.
This guy -- who's re-doing a Bug, has a different thingie on the front of his frame horns, but since I don't have photos of mine available yet ...
Look closely at the sixth photo down, and you'll see it welded to the chassis.
http://www.cirkut.com/bug/week5.html