I found when I was on the fast I had a similar experience - I didn't feel bloated but I knew from my watch band that I was. I think it's to do with all the water I lost during the BMs. I was peeing a couple litres every day PLUS all the water lost through my bowel maybe half a litre! And I always felt thirsty.
I don't think it's anything to worry about tho, just something for the body to get used to and time will fix it :)