The nickname that you give in your post, “The Land of the Thunder Dragon” is actually the nickname for Bhutan.
There are some nicknames that are given to Nepal. One nickname is the “Roof of the World.” It has received this nickname because it is located by the highest mountain chain in the world. Many people come to Nepal to see the Himalaya Mountains. Some people attempt the very difficult feat of trying to climb Mount Everest, which is the highest point on earth. Mount Everest, which the people of Nepal call Sagarmatha meaning Mother of the Universe, is over 29,000 feet high. It is a huge challenge to try to climb to the top of Mount Everest.
Another nickname for Nepal is “A Root Between Two Stones.” It has this nickname because Nepal is located between Tibet in the North and India to the South.
These are a few nicknames for Nepal.
Nepal is often called the "roof of the world" because of its high elevation. According to the web site asiatravel.com, some other "nicknames" for the Himalayan country are "A Root Between Two Stones" and "Mother of the Universe" (Sagarmatha), specifically referring to the country's most famous landmark, Mt. Everest.