It's highly unlikely that
Arthur would be related to
Thor in any way. The early references to
Arthur are from Welsh sources of the 9th and 10th centuries, whereas
Thor, and Thursday, descend from Germanic sources.
Quasi-historic and mythological names are often of obscure origin.
https://nanowrimo.org/participants/christine-seaforth-finch
http://christineseaforthfinch.blogspot.com/