I agree whole heartedly that not saying thank you when she
receives the gift is really rude!! A thank you is not hard and just general good manners!
But I think she maybe just doesn't like the clothes your buying!
My DS has animals on his quilt but I would never dress him in a top with animals all over it so just because he has dinosaurs in his nursery maybe doesn't automatically mean she likes overalls with them on iykwim?
I think you sound like a great SIL and as she has such a great relationship with you already she might not want to upset you or ruin that bond by saying 'I don't like the clothes'
Maybe just drop it into convo next time 'Oh did xyz outfit fit nephew ok?' or something?
On the toy - as it was personalized I would not have given it to my children either, I'd see it as a keepsake piece not a toy to be played with and agree kids get so many stuffed animals, not ONE my children actually play with any!