Sounds to me like your thumb hole is too big and you have to bend your thumb in the hole. You may also be turning your hand before the ball clears the thumb, this will put pressure on the thumb right where the webbing is. Not sure how long its been since you bowled, but you may not have as much flexibility in your thumb. I think you stated a piece of tape on the back side caused your thumb to rub by the finger nail. You may need a little more reverse to get the thumb coming out straight.
Putting a thumb slug in the ball would probably be the best way to correct the problem. Basically a thumb slug is a piece of 1 1/4 or 1 3/8" round stock. They just drill the thumb hole out, glue in the slug, and then drill your thumb hole again.
Some people are alergic to the covers of the new resin balls. Since the surface is so tacky, their thumbs want to stick to the part of the cover that shows in the thumb hole. That wouldn't be the problem in this case with the ball you are now using.
Show the proshop the problem you are having, I'm sure they can correct it.
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~~~SrK - Have balls, will travel