Sending USB and audio to LCD through thunderbolt
There is no Thunderbolt to DVI adapter. You're using a Mini DisplayPort to DVI adapter. Mini DisplayPort doesn't support anything other than DisplayPort data. USB cannot travel over this. If the monitor requires an external power supply, presumably Mini DisplayPort doesn't have enough power either. If this was a Thunderbolt monitor, it would likely still need a power cord, but it wouldn't need the USB cables, because Thunderbolt basically supports everything.