Actually, the rules provide the answer. All the effects (the disappearance, the reappearance and the thunder damage) are instantaneous because the spell is and because the thunder damage occurs "immediately after you disappear". So we obviously have "simultaneous effects", and the disappearance can be considered specifically separate from the reappearance (otherwise the description would have been "immediately after you reappear").

There already was a rule in the PH about simultaneous spells, but Xanathar made it clear: "Most effects in the game happen in succession, following an order set by the rules or the DM. In rare cases, effects can happen at the same time, especially at the start or end of a creature’s turn. If two or more things happen at the same time on a character or monster’s turn, the person at the game table — whether player or DM — who controls that creature decides the order in which those things happen. For example, if two effects occur at the end of a player character’s turn, the player decides which of the two effects happens first."

So, in that case, it's the player controlling the PC who decides, and he will probably decide that the damage occurs before he reappears.

Note that a DM can always make a different ruling, but as often the rules are fairly indulgent with the player and I would let them stand that way.

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