Maybe you're looking on the normal Thremten map you enter on the worldmap? The "New Thremten" where you find the thief can be accessed on the time skip phase map, and is much bigger than the old Thremten map.
If you have Kurohime, Citrinne, and Lady Akira in your party, as required for the new event with that thief you're asking about, then you should know the new Thremten map from the events with Scarlett.
Then you're missing the content of the previous update:
- New event with Scarlett in act 2 of the time skip events. The trigger is a heart-shaped icon at the right side of Aldlyn. The event requires the scenes of Scarlett and f-Grey to be done.
- After the first dialog and CG scene with Scarlett, she can be recruited for your party in the new Thremten map of the time skip phase. She can be used everywhere in the time skip phase afterwards, but is removed from the party when you leave the time skip phase to go back to the "old" content. (And re-added to the party when you enter the time skip phase again later.)
- A follow-up event can be triggered in act 2 with an icon that appears at Old Ashton in Begus. It requires the initial events with Citrinne, and the events with training Jiliesh from Millwater. The event will unlock three more new party members, which can be used during the time skip events. Same as Scarlett, they'll disappear when you leave the time skip phase, and re-enter the group when you come back.