CONFIG_MDIO_THUNDER is not available for thedefaultarchitecture x86.
Result is shown for architecture 64BIT

ThunderX SOCs MDIO buses

modulename: mdio-thunder.ko

configname: CONFIG_MDIO_THUNDER

Linux Kernel Configuration
└─>Device Drivers
└─>Network device support
└─>PHY Device support and infrastructure
└─>ThunderX SOCs MDIO buses
In linux kernel since version 3.10 (release Date: 2013-06-30)  
This driver supports the MDIO interfaces found on Cavium
ThunderX SoCs when the MDIO bus device appears as a PCI
device.

source code:
drivers/net/phy/mdio-thunder.c
selects
CONFIG_MDIO_CAVIUM
&
CONFIG_MDIO_DEVRES