Child Behavior: Thumbsucking While Sleeping
Since this behavior is occurring while your child is sleeping, getting her to develop awareness is not an issue. So it is best to go with something designed to physically block the behavior itself. Having your daughter wear a white cotton dermatological glove on her hand (or even a white cotton sock) when she goes to bed would be one solution; another might be to put an adhesive bandage or tape on her thumb. Another possibility is to have your dentist create an appliance she can wear to bed that would prevent her from putting her thumb in her mouth.
Since getting her cooperation will be essential to success, it might also be helpful to create a weekly chart on which she can check off each night she successfully uses these aids. At the end of the week, allow her to select a small reward from a list of about a dozen items she has helped you put together. This will keep her motivated. If none of this seems to deter your child's behavior, it then might be useful to consult with a behavioral specialist.
One final point: Don't punish or ridicule her for her behavior. Shame has never been shown to be an effective tool in changing behaviors like this, but it can make a child feel badly about herself for a long time to come.