Howdy Mark,
Provided the Thesis theme uses standard WordPress Page Templates they should be showing up in Settings Display. I just created this test Page Template to demonstrate what I mean.
If your theme is using nonstandard practices then you will face some problems. You would need to convert their theme options into a regular page template. If you are not a theme designer this is no easy task. You might need to file a feature request with the theme developers, or hire someone to make the changes for you.
Does that make sense? I hope it helps! If not please let me know. Thanks!
– Brook