Scales and etudes are a must for any musician. They are studied by musicians of all levels, whether amateur or professional. I am relieved that you have come to this realization. You will greatly accelerate your progress if you follow through.
Scales: Scales are the foundation of music and technique. If you learn them well, your overall level will skyrocket. There are 12 major, 12 melodic minor, and 12 harmonic minor scales. Work on one three or four octave scale per week, playing each at various tempi and with different bowings. Your teacher should have oodles of ideas for bowings.
There are many books that have scales in them. One good one that is dedicated to scales is "Scale and Arpeggio Album for the Violoncello" by W.E. Whitehouse and R.V. Tabb. This can be mail-ordered from Shar (Call 1-800-248-7427. The catalog # is 3063-007, publisher code SHT. $15). It contains all the scales mentioned. It also shows your how to play them in thirds, sixths, and arpeggiated.
Etudes: Etudes are designed by the authors to work on specific skills like smooth bow changes or shifts, and so are very helpful. Look at each etude and determine what the purpose of it before you start playing. Practice it with this purpose in mind at all times. Depending on the difficulty of the etude, you should probably do at least one per month.
There are tons of etude books out there. They range from beginner to truly sadistic. For your level, I'd recommend the Schroeder studies, which are nice since he has collected good etudes from other authors' etude books and put them in his own three volumes. Thumb position studies begin in Volume 3. These are also available from Shar (No, I don't own Shar stock). The catalog numbers are 3051-105, 3051-205, and 3051-305, corresponding to each volume, publisher code CF. Each costs around $15.
Thumb Position: Don't let thumb position scare you. It's not any more difficult than first position. It's just in a different part of the cello and the fingers are a little closer together. Don't fall into the trap the "higher is harder." It isn't. I discuss this in an article in the October '94 issue of The Strad, called "Cello Technique Made Simple." I think this article is worth seeking out, even if somebody else wrote it :)
We all tend to play sharp in thumb position, so I have a couple of tips for you on how to improve your intonation. You must make a conscious effort to keep your index finger back, towards your thumb. Open your hand. Look at the naturally huge gap between your thumb and first finger, unlike between your other fingers. This space is too easily transferred to the fingerboard. You must be ever vigilant with your first finger, keeping it back. If your first finger is sharp, all of your other fingers will be sharp too. This is very critical.
Shift with your whole arm, not your wrist (keeping your first finger back). You want to minimize the number of movements so that you can diagnose your problems more easily. Wrist movement only complicates life and is unnecessary.
Make sure you arm is not lagging back in a position meant for lower positions. Get your arm up in the thumb position region. In other words, don't meekly reach up into thumb position with your wrist. Use your whole arm.
Play with courage!
Tim Janof