My 11 year old daughter is constantly sucking her right thumb. It was recently broken during a softball game and she began popping her knuckles. Now that she is out of the cast and has a month of physical therapy behind her she had begun to suck her thumb again. Because she is shy we make sure that we praise her and give her responsibilities. She is active in sports and girl scouts but as soon as she is around our immediate family she sucks her thumb. I am beginning to think is may be a social anxiety as she has great fear of speaking in front of people and does not really have any friends. I try to encourage her to ask her friends to join us going to the movies, eating out shopping, etc. but she refuses an asks if I think she doesn't have friends. She says I have lots of friends but when I ask her to name them she can not. I have tried all the traditional thumbsucking methods, gloves, glues, spray, etc.

Oh my gosh, give your poor girl a break. It is a bad habit, probably from nerves. She only does it around your immediate family so that tells you she feels safe & comfortable around you. She'll either outgrow it with time, or only do it in private as she gets older. No more 'traditional thumbsucking methods', those are for little kids, she is old enough to be aware of her actions. If anything, I would recommend counselling so she has a safe way to get rid of her anxiety, and she can work on her own issues.

Encouraging her to invite friends along is a good idea, as well as encouraging her to participate in group activities. Constantly reminding her that she has 'no friends' and she needs to work hard at making more friends probably is adding to her anxiety that is causing her to suck her thumb in the first place.

I am 26 and still suck my thumb to sleep (long story, but there is a reason for me lol)

Its HER thumb, and its HER mouth, leave her alone. It is a myth that it will ruin her teeth or jaw. Its not going to hurt anything.