TL;DR: Inspect EVERYTHING.
What do you think led to the tie rod failure? Was it slow, progressive wear to it, or possibly instead some impact that might have damaged more than just it?
When you wrote that the tire shop over torqued the wheel lock, do you mean when they did the tie rod repair, or they did this long ago and now it's the indie shop doing the tie rod repair that air chiseled it? I wonder if there might have been a gentler way to remove it, project farm recently did a video about wheel locks and showed a few methods of removal that gives good hints at what to try based on the wheel lock design.
Regardless, what does the very loud noise, sound like? Shaking steering wheel does seem more like a warped rotor than anything else, given the details we have, but not as much the low speed thud noise. Might help to hear a recording of it but a low speed thud does not seem like a bearing noise.
Without more info, I would start with a normal examination of the hub, checking flatness, and play. Is this an integrated hub where the whole thing is replaced instead of the bearing or other parts alone? Is this for a 2016 BMW 528i or some other vehicle?
Ignoring all the above, damage to the hub bearing from using an air chisel does not seem as likely as other possibilities but this assumes sane use of an air hammer, I'd imagine if someone tried hard enough that they could use an air hammer to damage a bearing. Sometimes shops do obvious damage but hope that if they just bolt it all up and get the customer down the road, then it's no longer their problem.
