For connectivity they will not use something like Thunder bolt or USB. They will use a "direct connection" to the bus via either PCI-e or SCSI port. In the past when Nintendo used add ons this is what they did, though the port was probably an ISA slot, which is now a defunct standard. (The NES, SNES, N64 and Gamecube all had a "direct connection" to the bus for expansions. (Famicom Disk, 64DD, Satalliview, modems.)
They probally will not go with Thunderbolt just because it is an apple/Intel priopritary connection, which they would have to liscense to use. And one of the reason why it is still considered a nitche connection is because of Intel's liscensing requirements to use it. Plus if they use a "secrete sauce" with processors in the dock they would want the device to be completly attached to the dock and not via a cable with may be pulled loose during play.
