The way you wrote the sentence, the subject of the verb "left" is "I". This is not the meaning you intend though. You wanted to say "Rosa left", not "I left". In your sentence, "walking toward the front door" is an adjective phrase that modifies "Rosa". Take away that adjective phrase and the core of the sentence is: "I heard Rosa and left with a dull thud." and that is *not* what you wanted to say. The underlying problem is that you used "walking" as if it were a verb. It is a participle, not a verb. Verbs allow you say things like: "She walked toward the door and left" but participles are *not* verbs so you cannot say "(She) walking toward the door and left". The easiest solution is to create two sentences: "I heard Rosa walking toward the door. She closed it with a thud, and left."

I heard Rosa walking towards the door and leaving with a dull thud. Writing it this way means Rosa is doing both actions.

I heard Rosa walking toward the front door and, then, leaving with a dull thud as she closed the door behind her. It’s good to explain that one sound happens after the other and why there is a dull thud.