This sounds very familiar. I noticed this sound, I think it's what you're hearing, when I back mine up. When I turned the controller down to zero, it went away. I think it has to do with the torsion axle. The brakes are ment to only engage while rolling forward. If they engage while reversing, it would apply torque to the axle in the wrong direction, causing strain to build up and the trailer to actually rise up a little, then eventually release, sounding like a *clunk* or a *thunk* as the trailer returns to rest on the axle. I never experienced it while going forward, though. This is just what I experienced, and I had no problems once I turned the controller down. I'm by no means an expert.
I think if you had no problems like this with the previous TV/brake controller, you can eliminate all other suspects.
Thinking more on it, I suppose it could happen in forward, as well, if the brake calipers are not retracting properly. They may be sticking, or the controller may not be disengaging correctly.