I think it's a good idea to have a look at the churchyards whilst you are here in the UK and keep a good record of any Thompson headstones that you find.
I have another spanner to drop in the works! There is a burial for a Robert Thompson on 19 January 1842 at Carlton in Cleveland aged 35. The image from the PR states "of Preston in the County of Durham."
Looking at the 1841 census there is a Robert Thompson age 30 M.S. (male servant) with presumably wife Mary 30, children John 8, Ann 7, Jane 6, Robert 4, Mary 2 (all have N. for where born) & William 3 m, has Y for where born. They are living at Preston Lodge, Preston in the Parish of Stockton on Tees, Durham.
GRO listing for birth of Mary could be M1839 Stockton & Sedgefield and for William J1841 Stockton & Sedgefield. Both have mother's maiden name of Wilkinson.
Marriage: At Whorlton on 13 Oct 1832 by Licence: Robert Thompson of Ingleby Greenhow & Mary Wilkinson of this parish. The Licence details give both ages as 21, but that could mean just that they were both of full age. Remember that "of" in a marriage entry just means that the person was living in that place at that time.
There's also another baptism in the vicinity - Robert Thompson 31 Aug 1806 at Faceby, son of John Thompson Junior farmer. (Robert & Mary's first child listed in 1841 above is John)
Faceby, Carlton & Whorlton are all very close. Ingleby Greenhow is about 6 or 7 miles away with Stokesley about midway.
In your first post you stated that Thomas was your 3 x gt grandfather ........ then his son Robert who married your 3 x gt grandmother Margery Jefferson. Which is correct? Is Robert your 3 x gt or 2 x gt? Perhaps go back to grandparents and great grandparents and take it from there. I had a Thompson brickwall in my tree for about 10 years but eventually got through to the other side!

Perhaps you need to have another look at "your" Robert when you return home to your notes and go back to what you definitely know, backed up with certificates or parish register entries and then see where there are several Robert Thompsons who could fit the bill.....
