There are various Bangor-related newspaper references to a girl called Thelma Price in the 1930s, for example, a report on prize distribution night at Aubrey House School, which was a private school nearby (to the Seacliff Road) on the Donaghadee Road in Bangor. Some of the references have a music exam (piano) or a dance performance context, for example, a Thelma Price appeared as Pierrot at a dance in Ballyholme Yacht Club in 1933. Of course, it's possible that there was more than one Thelma Price, but that forename/surname combination is uncommon more generally, so the Bangor specific references must be considered a possibility. If you're interested and have access, there is a group photo of six girl dancers including a Thelma Price on page 8 of the Belfast News Letter of 19 December 1932, (she was with the Phyllis James School - which had a Bangor presence - and looks to be around 10'ish).
There are also a few references in the early 1960s to a Thelma Price operating babywear shops at Hamilton Road Bangor and North Street Arcade in Belfast. The one who married in 1942 would have been Thelma Henry by then, but given the drapery background to the Price family, I just wondered if this was in fact her, operating under her maiden name. Just a (very) speculative thought.