The pronunciation of a word depends of a variety of factors, such as the path a loan word followed to get into the language.
There is no such thing as "when pronouncing foreign words with th, the sound is invariably converted to a T". Which sound are you referring to, the Greek "Θά" ('θa")? Or the English "th" which becomes the voiced dental fricative /ð/ or the voiceless dental fricative /θ/?
Does "ethernet" have a formally recognized translation by the RAE? No, it doesn't. You are being dishonest and making stuff up here.
A formal translation for "Thanos" doesn't exist in Spanish, what does exist is a translation for the given name Ἀθανάσιος ("Thanos" is a shortened version of the given name "Athanasius"), which is translated to Spanish as Atanasio, because it arrived to Spanish from Greek.
Another possible translation of Thanos may be the translations made by Marvel which I cannot care less about and do not carry any weight whatsoever.
And the fact that you are native Spanish speaker makes little difference here. How trustworthy is a native Spanish speaker? You will know it when you navigate the Spanish speaking Internet and find most of it are antivaxxers, flat earthers and people that believe "US Navy" is a given name ("Usnavy"). I know this because I have native Spanish proficiency as well.