I think convention varies by discipline. You may need to look at some theses from your department, or discipline in generally.
Anyway I did my own thing. I don't like indenting. I also prefer to have a gap between paragraphs, for clarity's sake. I think that's probably going totally against the norm! But it's what I did, and it made it through past supervisors, and to my final corrected hard-bound thesis.
So you can do what you are more comfortable with, irrespective of the "norms".