You're making the logical error of "irreducible complexity" here. Why is it inconceivable that a proto-thymus might work a little bit, then work a little bit better every million years or so until it finally is working as it does now? And why assume that the way it works now is not still changing? Remember that one-thousandth of one percent of geological time thing. You state that the thymus does its job early in life, and then shrivels up and dies. Perhaps in another hundred million years the thymus will be something that grows, functions, and disappears in utero during fetal development. Kind of like our tails do.
Creationists/IDers (they're the same thing; no one is fooling anyone) often point to the human eyeball as a function of irreducible complexity that "proves" life is designed. They claim (as you are with the thymus) that an eyeball is too complicated to simply appear as a mutation. Again, they're right, given their assumptions, but again, the assumptions are wrong.
Say you have a proto-animal with skin cells (permit me to start here, please) that begin to sense touch and temperature. That's clearly an advantage that is likely to get selected for and passed on to offspring. So after a few million years, certain of those cells mutate to have a rudimentary sensitivity to light and dark. Is it a complete eye? No. But it is an advantage. Eventually, selection shows that these light-patches work best when they're bunched up near the brain for quick input. Then, millions of years later, it is clear that if the patch of light-sensitive cells are dished into the skin a bit, the animal can tell if the light is to its left or right. Again, a definite advantage. NOW it is a rudimentary eye, even though it doesn't have an iris or a lens. And if it's taken ten million years to get this far, who cares?! We've got about 990 million years left in ONE billion... and life has been on Earth for about THREE billion years. Plenty of time to add a clear covering (to protect the eye cells) that then slowly becomes able to focus the light onto the sensitive cells at the back. And time after that to develop a tiny flap of muscle that opens and closes to regulate the amount of light coming in. That should take what, the rest of out first billion years? Great! That leaves us about two billion more years to play with (assuming that we spent half a billion just getting to the skin cells stage, and another half a billion developing our lensed eye). I bet we could cover eyelids and lashes in that time, don't you think?
So CLEARLY our proto-eye was a definite advantage to our proto-animal, miraculously, even though it was not yet a complete and fully functional, color-sensitive, irised, binocular orb.
Amazing how that works when you don't define it as an impossibility from the outset.