where thane is resting after all of it
depends on how you finished it then, since it may influence thane too. you might have to find him at his usual rock at the tribe, check the villages and wait 2 days, then visit the map and see if a dialgoue pops up (assuming the bathhouse is already operational). otherwise idk, describe the last things you did and saw, i don't wanna risk spoiling anything.
there's also my guide, try around the war ends - the war (part 5) and below
so he is sitting on the stool in front of Snow? The only thing i can think of then is the bathhouse not being open, did you bring the rocks? Went to the inauguration? The bathhouse is that door on the side of the taven btw. The dialogue just triggers on the map at least 2 days later, which points to the real final thing before the level cap becomes 25 and they let you go to the mountains across the bridge