This topic was just recently discussed in what is probably my favorite non-engineering podcast, the History of English Podcast: https://historyofenglishpodcast.com/2021/10/30/episode-153-z...
Came here to say the same! I learned my name starts with a Th because it’s a thorn, not a th.
So I'm unsure what you mean by "My 'Th' comes from 'thorn', not 'th'". The digraph "th" simply underwent a shift in Old English to spelling it with Þ, and then shifted back to "th".
(On a related note, though, it's always funny when "Ye olde shoppe" is pronounced differently that "the old shop." The "y" is simply a version of the thorn Þ, which was pronounced "th", and the ending "e"s were not pronounced.)