There is a common issue with these Ford CD radios, once they are a few years old. The electronics are similar across Transit Connect, Focus and Fiesta.
Behind the button panel/readout (where the CD goes in) is the audio hardware. Inside the unit, the block of the two amplifier transistors (left and right) are fastened to the metal case of the unit via screws. This allows the metal case to act as a necessary heat sink, as they generate heat during operation, and excess temperature will destroy the transistors.
There is a thin layer of heat sink compound between the transistors and the metal case, to improve heat transfer. Over time, this dries out, which tends to cause it to be an insulator. This causes overheating and weird noises from the speakers.
If you are handy, you can open the dash, remove the unit, open the case, clean off the old compound, add new compound and re-assemble.
This compound is common stuff, same as used for computer processor heat sinks. It's inexpensive and you can find a tube at Best Buy, Amazon, etc. You want a thin, even layer for best results.
On my 2012 Focus, I was not able figure this out before the thumpy noises became extremely loud, constant and the transistors were destroyed. On my daughter's 2011 Fiesta, I was able to successfully fix when the problem first started, and she's had no issues since (been good for something like three years).
Hopefully I haven't over-explained things, I just wanted to have the full info out there for anyone on the forums going forward.
If you try the repair, let us know how it goes.