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Vishnu Sahasranama stotra are thousand names of Vishnu said by Bhishma to Yudhishtira and other Pandavas. This occurs in Mahabharata while there are other versions of thousand names in Garuda Purana, Skanda Purana and Padma Purana. These thousand names which are a conversation between Bhishma and Yudhishtira are popular.

The 187th name among these thousand names is "Govinda". Many acharyas like Adi Shankaracharya, Parashara Bhattar, Baladeva Vidyabhushana etc., have written commentaries on Vishnu Sahasranama stotra. My question is about Adi Shankaracharya's commentary on the name Govinda. Adi Shankaracharya gives the following meanings to the name: (From Vishnu Sahasranama With The Bhasya of Sankaracharya)

The Mahabharata, Mokshadharma (San., 343-41) says: "I first knew (vinda) the Earth (go) which was carried away and hidden in a cave (by an Asura), hence I am praised by the appellation 'Govinda' by Gods, and Scriptures." The Harivamsa (76-45 and 279-49) says: "I am Indra (Lord) over the Devas, thou art lord over the cows, hence the world will ever praise Thee as, Govinda '; speech is named 'Go,' and since thou conferest speech, 0 Lord, the Sages call you 'Govinda'."

Ka Go+ Vide has the following tell meanings: Go

1. Svarga (Heaven). He transcends the Heaven.

2. Arrows (He knows all the weapons).

3. Cattle. He is the leader of the ignorant ones.

4. Speech. He is to be known by the Vedas.
5. Thunderbolt; He has the Vajra marks on his feet.

6. Quarters; He is known in all quarters.

7. eyes; He is in the person residing in the eyes.

8. The sun ; He is in the form of the Sun.

9. Earth; He recovered the Earth from the Titans.

10. Waters; His seat is in the waters.

And Vid, to know.

My question is on the fifth meaning Adi Shankara gives. He comments "Thunderbolt; He has the Vajra marks on his feet".

Where is it stated that Vishnu (or Krishna) has marks of Vajra (thunder bolt) on his feet?

Related: The iconography of Laddu Gopal's soles

It is generally believed that Lord Krishna has various markings on his feet as stated in the above question. Is Adi Shankara referring to them? What verse or incident is he indirectly referring to?

The Vajra -Chinha is mentioned in Srimad-Bhagavatam (3/28/21)

sañcintayed bhagavataś caraṇāravindaṁ

vajrāṅkuśa-dhvaja-saroruha-lāñchanāḍhyam

uttuṅga-rakta-vilasan-nakha-cakravāla-

jyotsnābhir āhata-mahad-dhṛdayāndhakāram

Meaning : The devotee should first concentrate his mind on the Lord's lotus feet, which are adorned with the marks of a thunderbolt, a goad, a banner and a lotus. The splendor of their beautiful ruby nails resembles the orb of the moon and dispels the thick gloom of one's heart.

Reference : https://vanisource.org/wiki/SB_3.28.21?t=hl#terms=marks%20of%20the%20Lord's%20sole

These signs are by the way well-known among the worshippers of Sri Vishnu/Krishna and mentioned in the Sri Sri Chaitanya-Charitamrita also (1/14/4-16).