Learn Swedish: Dunsen ska ha varit oförklarlig. - The thud is said to have been inexplicable.

Presentational det (used to introduce a new subject to the listener, similar to "There is..." or "There happened...") has a strict rule: the noun being introduced must be indefinite. Because we are talking about a specific, already known thud (dunsen is definite), we cannot use a presentational construction. If you wanted to introduce the thud for the first time using this grammar, you would use an indefinite noun: Det hördes en oförklarlig duns (An inexplicable thud was heard).

Doesn't ska mean "will" or "is going to"? Why is it translated as "is said to"?

While ska is used for future intentions, it has another very common use at this level: expressing hearsay or reported information. When you report something you have heard or read but didn't witness yourself, you use ska. When combined with the perfect infinitive (ha varit), it translates naturally to "is said to have been" or "supposedly was."

Could we say skulle ha varit instead of ska ha varit?

You could, but it would completely change the meaning. Ska ha varit means that people currently say the thud was inexplicable (hearsay). Skulle ha varit acts as a past conditional, meaning "would have been" (e.g., the thud would have been inexplicable if we hadn't found the source).

How does the word oförklarlig break down?