Where is my oil going and whats this noise?

My truck isn't new new but its in fairly good condition. When I bought it I didn't think to check the oil or anything but when I got to my 3000 I did check and noticed there was no oil on the dip stick so I got it change immediately I just got it changed maybe 3 wks ago I checked the oil before leaving the shop. Its 3 wks later and theres no oil on the dip stick, theres no oil spots where I park at home or at work & theres no smoke coming out the car which leads me to believe its to burning off. Whats going on? ALSO something different I noticed is that while drive every so often ill hear a thdd noise from under the truck. It usually happens around 40mph between gears but the truck doesn't hesitate or slip slow down speed up or anything it just sounds like I'm riding the sleep lane on the highway for a few seconds. I've looked n nothing is lose under the truck have you heard of this before?