Recommended Late-Advanced Etude Books

Etudes are designed as a bridge between technique and solo pieces. They can be assigned to work with a specific difficulty, or as a more general preparation for playing.

Etudes Written Specifically for Thumb Position

Battanchon's Studies in a Single Thumb Position

While they are more for staying in place and playing than shifting, these etudes are great for learning finger spacing in thumb position.

And there's a CD of these etudes! Check out the recording that Martin Rummel made:
Cover tiny file look inside 12 Etueden in der Daumenlage for Solo Violoncello op. 25 Composed by Felix Battanchon (1814-1893). Edited by Martin Rummel. Stapled. Performance score. Opus 25. Baerenreiter Verlag #BA09405. Published by Baerenreiter Verlag (BA.BA09405).
Cover tiny file look inside Violoncelle a La Francaise By Elizabeth Hopkins / Martin Rummel. By Felix Battanchon; Cesar Franck. Listening CD. Published by Naxos (NX.M56918).

Etudes that Cover Thumb Position

Schroeder
Cover tiny file look inside 170 Foundation Studies - Volume 1 For Violoncello. 170 Foundation Studies, for Violoncello. Instructional book. With introductory text. 105 pages. Carl Fischer #O002469. Published by Carl Fischer (CF.O2469).

Some free early-advanced etudes

Lee Studies

Duport Etudes

Cossmann Etudes

Dotzauer Exercises