One thing to remember when doing the ballons with text, the first person's ballon is always on top, then the reply is a step below. The way your pic reads, Santa is speaking first. I don't think there's any rule for the "thinking cloud." Just one of those grammatical things. Sorry.

Poser 2, 3, 4, 5, 6, 7, 8, 9, 10, Pro 2014, 11, 11 Pro